-3.3%
SW vs LTH
+188.2%
-191.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | +4.7% | +5.3% | -0.6% | +3.5% |
| 30D | +5.0% | +18.3% | -13.3% | +1.4% |
| 3M | -7.3% | +5.4% | -12.7% | -8.4% |
| 6M | +15.0% | +62.5% | -47.5% | +3.9% |
| YTD | +18.5% | +79.6% | -61.1% | +4.9% |
| 1Y | +27.1% | +88.1% | -61.0% | +11.6% |
| 3Y | +49.3% | +272.5% | -223.1% | +16.3% |
| 5Y | -1.6% | +146.1% | -147.8% | -24.9% |
| All | -3.3% | +188.2% | -191.5% | -28.5% |
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