+292.3%
EAT vs LTH
+174.8%
+117.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.1% |
| 7D | -7.1% | -4.6% | -2.4% | -5.5% |
| 30D | -2.3% | +14.8% | -17.2% | -7.2% |
| 3M | -19.6% | +3.9% | -23.6% | -21.0% |
| 6M | +46.0% | +35.5% | +10.5% | +29.8% |
| YTD | +37.7% | +71.3% | -33.6% | +11.3% |
| 1Y | +73.8% | +75.7% | -1.9% | +39.0% |
| 3Y | +482.1% | +231.9% | +250.1% | +261.2% |
| 5Y | +362.5% | +130.5% | +232.0% | +182.6% |
| All | +292.3% | +174.8% | +117.5% | +134.9% |
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