+372.3%
EAT vs LTH
+142.9%
+229.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.4% |
| 7D | -2.6% | +4.5% | -7.1% | -4.1% |
| 30D | +11.5% | +16.3% | -4.9% | +5.4% |
| 3M | -9.1% | +8.4% | -17.5% | -12.1% |
| 6M | +40.4% | +40.3% | +0.1% | +23.1% |
| YTD | +43.9% | +77.3% | -33.3% | +14.7% |
| 1Y | +101.9% | +88.0% | +14.0% | +57.4% |
| 3Y | +489.9% | +274.3% | +215.6% | +247.7% |
| All | +372.3% | +142.9% | +229.4% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling