+273.8%
SU vs LTH
+150.3%
+123.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +1.7% | -3.7% | +5.4% | +1.9% |
| 30D | +9.6% | -5.3% | +14.9% | +10.0% |
| 3M | +11.7% | +24.2% | -12.5% | +9.7% |
| 6M | +21.9% | +54.8% | -32.9% | +17.0% |
| YTD | +58.6% | +56.1% | +2.6% | +51.9% |
| 1Y | +66.5% | +45.5% | +21.0% | +60.4% |
| 3Y | +121.4% | +155.9% | -34.5% | +97.7% |
| All | +273.8% | +150.3% | +123.5% | +238.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling