+483.0%
EAT vs LTH
+241.8%
+241.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | -4.0% | -1.3% | -2.7% | -3.6% |
| 30D | -2.9% | +15.7% | -18.6% | -7.6% |
| 3M | -16.9% | +5.0% | -21.9% | -18.4% |
| 6M | +57.0% | +37.7% | +19.3% | +39.5% |
| YTD | +38.2% | +75.0% | -36.8% | +11.7% |
| 1Y | +69.3% | +82.6% | -13.4% | +34.7% |
| 3Y | +483.0% | +241.3% | +241.7% | +298.3% |
| All | +483.0% | +241.8% | +241.2% | +298.3% |
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