+55.2%
SRE vs LTH
+160.9%
-105.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -0.7% | -4.6% | +3.9% | -0.3% |
| 3M | -6.3% | +32.8% | -39.1% | -9.1% |
| 6M | -10.7% | +64.6% | -75.3% | -15.5% |
| YTD | -3.5% | +62.6% | -66.1% | -8.8% |
| 1Y | +5.3% | +49.9% | -44.6% | +0.3% |
| 3Y | +31.8% | +151.3% | -119.6% | +18.0% |
| All | +55.2% | +160.9% | -105.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling