+73.0%
ED vs LTH
+156.3%
-83.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +0.5% | +1.5% | -1.0% | +0.5% |
| 30D | +1.1% | -3.1% | +4.1% | +1.2% |
| 3M | +4.6% | +28.1% | -23.5% | +3.7% |
| 6M | -2.0% | +67.4% | -69.4% | -3.9% |
| YTD | +11.7% | +59.8% | -48.1% | +9.6% |
| 1Y | +15.7% | +45.6% | -29.9% | +14.0% |
| 3Y | +34.4% | +162.0% | -127.6% | +26.9% |
| All | +73.0% | +156.3% | -83.3% | +54.4% |
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