+76.9%
EBAY vs LTH
+174.8%
-98.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.1% |
| 7D | -2.6% | -4.6% | +2.0% | -1.6% |
| 30D | +3.2% | +14.8% | -11.6% | 0.0% |
| 3M | +17.8% | +3.9% | +13.9% | +16.5% |
| 6M | +9.5% | +35.5% | -26.0% | +1.9% |
| YTD | +39.2% | +71.3% | -32.1% | +22.0% |
| 1Y | +38.6% | +75.7% | -37.1% | +20.7% |
| 3Y | +216.8% | +231.9% | -15.1% | +128.7% |
| 5Y | +77.5% | +130.5% | -53.0% | +24.0% |
| All | +76.9% | +174.8% | -98.0% | +27.3% |
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 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