+35.5%
ECL vs LTH
+156.3%
-120.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.1% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -2.5% | -3.1% | +0.6% | -2.0% |
| 3M | +8.3% | +28.1% | -19.8% | +3.0% |
| 6M | -1.1% | +67.4% | -68.5% | -11.3% |
| YTD | +6.5% | +59.8% | -53.3% | -3.8% |
| 1Y | +2.1% | +45.6% | -43.5% | -6.2% |
| 3Y | +57.6% | +162.0% | -104.4% | +25.0% |
| All | +35.5% | +156.3% | -120.8% | +1.3% |
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 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