+25.2%
SYY vs LTH
+253.6%
-228.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +4.7% | +6.4% | -1.6% | +4.2% |
| 30D | -0.7% | +16.7% | -17.4% | -2.1% |
| 3M | -6.8% | +11.7% | -18.5% | -7.8% |
| 6M | +8.6% | +48.5% | -39.9% | +4.8% |
| YTD | +8.4% | +78.4% | -70.0% | +2.7% |
| 1Y | +7.1% | +89.7% | -82.6% | +0.9% |
| 3Y | +25.2% | +245.6% | -220.4% | +10.1% |
| All | +25.2% | +253.6% | -228.4% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling