+46.9%
ECL vs LTH
+184.4%
-137.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -0.8% | +4.5% | -5.2% | -1.7% |
| 30D | +8.1% | +16.3% | -8.2% | +4.8% |
| 3M | +6.4% | +8.4% | -2.0% | +4.4% |
| 6M | +14.8% | +40.3% | -25.5% | +6.9% |
| YTD | +15.5% | +77.3% | -61.8% | +2.0% |
| 1Y | +20.1% | +88.0% | -67.8% | +4.8% |
| 3Y | +77.8% | +274.3% | -196.5% | +31.1% |
| 5Y | +37.9% | +142.9% | -105.0% | -0.2% |
| All | +46.9% | +184.4% | -137.5% | +7.4% |
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