+265.1%
SU vs LTH
+160.9%
+104.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +3.6% | -0.6% | +4.2% | +3.6% |
| 30D | +7.9% | -4.6% | +12.5% | +8.2% |
| 3M | +3.5% | +32.8% | -29.3% | +1.1% |
| 6M | +19.0% | +64.6% | -45.7% | +13.6% |
| YTD | +55.0% | +62.6% | -7.7% | +48.0% |
| 1Y | +71.2% | +49.9% | +21.3% | +64.6% |
| 3Y | +117.4% | +151.3% | -33.9% | +94.9% |
| All | +265.1% | +160.9% | +104.2% | +230.1% |
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 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