+304.1%
EAT vs LTH
+183.0%
+121.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -3.9% | +7.0% | -10.9% | -6.2% |
| 30D | +5.0% | +15.4% | -10.5% | -0.4% |
| 3M | -9.6% | +7.0% | -16.7% | -12.1% |
| 6M | +46.8% | +46.9% | -0.1% | +26.7% |
| YTD | +41.8% | +76.4% | -34.6% | +13.5% |
| 1Y | +98.3% | +83.7% | +14.6% | +56.1% |
| 3Y | +503.1% | +248.9% | +254.2% | +267.8% |
| 5Y | +356.7% | +141.8% | +214.8% | +175.1% |
| All | +304.1% | +183.0% | +121.1% | +139.6% |
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