+110.8%
EAT vs LTH
+84.0%
+26.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.3% | 0.0% | +4.6% |
| 7D | -0.1% | +9.9% | -10.0% | -2.5% |
| 30D | +13.5% | +18.3% | -4.8% | +8.4% |
| 3M | +1.0% | +5.9% | -4.9% | -0.6% |
| 6M | +57.3% | +80.3% | -23.1% | +28.3% |
| YTD | +53.6% | +78.3% | -24.7% | +27.1% |
| 1Y | +110.8% | +81.0% | +29.8% | +72.8% |
| All | +110.8% | +84.0% | +26.8% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling