+357.1%
EAT vs LTH
+160.9%
+196.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | +1.9% | -4.6% | +6.5% | +3.4% |
| 3M | +68.7% | +32.8% | +35.8% | +51.7% |
| 6M | +66.9% | +64.6% | +2.3% | +37.7% |
| YTD | +60.4% | +62.6% | -2.2% | +32.4% |
| 1Y | +44.0% | +49.9% | -6.0% | +22.2% |
| 3Y | +604.7% | +151.3% | +453.3% | +382.0% |
| All | +357.1% | +160.9% | +196.2% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling