+18.8%
ECL vs LTH
+90.2%
-71.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.0% |
| 3M | +8.4% | +8.5% | 0.0% | +6.7% |
| 6M | +23.3% | +46.9% | -23.7% | +14.6% |
| YTD | +18.2% | +78.8% | -60.6% | +4.9% |
| 1Y | +18.8% | +84.9% | -66.1% | +4.0% |
| All | +18.8% | +90.2% | -71.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling