+52.1%
EEM vs LTH
+152.0%
-99.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +2.0% | -4.0% | +6.0% | +2.6% |
| 30D | +5.1% | -1.7% | +6.8% | +5.3% |
| 3M | +4.6% | +28.0% | -23.4% | +0.6% |
| 6M | +17.8% | +54.1% | -36.3% | +9.9% |
| YTD | +25.8% | +57.1% | -31.3% | +16.9% |
| 1Y | +36.4% | +45.8% | -9.4% | +27.8% |
| 3Y | +90.0% | +157.6% | -67.6% | +61.0% |
| All | +52.1% | +152.0% | -99.8% | +21.8% |
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