-0.1%
SW vs LTH
+169.3%
-169.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.3% | +2.8% |
| 7D | +12.1% | +9.9% | +2.2% | +9.9% |
| 30D | +6.6% | +18.3% | -11.7% | +3.0% |
| 3M | -6.0% | +5.9% | -12.0% | -7.2% |
| 6M | +21.5% | +80.3% | -58.9% | +7.7% |
| YTD | +20.3% | +78.3% | -58.0% | +6.9% |
| 1Y | +28.1% | +81.0% | -52.9% | +13.5% |
| 3Y | +51.6% | +269.7% | -218.1% | +18.9% |
| 5Y | -0.1% | +159.8% | -159.9% | -23.4% |
| All | -0.1% | +169.3% | -169.4% | -23.4% |
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