+67.2%
SU vs LTH
+45.2%
+22.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +2.2% | -4.0% | +6.2% | +1.7% |
| 30D | +8.4% | -5.3% | +13.7% | +7.8% |
| 3M | +12.1% | +19.0% | -6.9% | +14.5% |
| 6M | +19.7% | +55.8% | -36.1% | +24.9% |
| YTD | +58.4% | +56.1% | +2.3% | +65.0% |
| 1Y | +67.2% | +41.3% | +26.0% | +75.1% |
| All | +67.2% | +45.2% | +22.1% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling