+93.4%
ED vs LTH
+180.7%
-87.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.3% |
| 7D | +2.1% | -1.3% | +3.3% | +2.1% |
| 30D | +10.4% | +15.7% | -5.3% | +9.8% |
| 3M | +12.5% | +5.0% | +7.6% | +12.3% |
| 6M | +14.9% | +37.7% | -22.8% | +13.6% |
| YTD | +24.8% | +75.0% | -50.2% | +22.1% |
| 1Y | +23.8% | +82.6% | -58.8% | +20.8% |
| 3Y | +51.6% | +241.3% | -189.7% | +41.8% |
| 5Y | +86.4% | +135.4% | -49.0% | +69.4% |
| All | +93.4% | +180.7% | -87.4% | +72.0% |
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 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