-0.4%
SW vs LTH
+160.9%
-161.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | -4.6% | -4.6% | 0.0% | -3.7% |
| 3M | +9.4% | +32.8% | -23.4% | +3.2% |
| 6M | +3.5% | +64.6% | -61.1% | -6.6% |
| YTD | +22.0% | +62.6% | -40.6% | +10.4% |
| 1Y | +2.2% | +49.9% | -47.7% | -6.3% |
| 3Y | +19.6% | +151.3% | -131.7% | -0.7% |
| All | -0.4% | +160.9% | -161.3% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling