+50.4%
ECL vs LTH
+186.8%
-136.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.3% | +0.3% | -2.5% | -2.3% |
| 30D | +8.3% | +17.7% | -9.4% | +4.8% |
| 3M | +8.4% | +8.5% | 0.0% | +6.5% |
| 6M | +23.3% | +46.9% | -23.7% | +13.8% |
| YTD | +18.2% | +78.8% | -60.6% | +4.3% |
| 1Y | +18.8% | +84.9% | -66.1% | +4.0% |
| 3Y | +78.5% | +246.4% | -167.9% | +34.1% |
| 5Y | +40.1% | +129.6% | -89.5% | +0.7% |
| All | +50.4% | +186.8% | -136.4% | +9.8% |
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