+34.6%
EEM vs LTH
+186.2%
-151.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.9% | +6.4% | -7.3% | -1.8% |
| 30D | -9.3% | +16.7% | -26.1% | -11.4% |
| 3M | -7.1% | +11.7% | -18.7% | -8.7% |
| 6M | -10.4% | +48.5% | -58.9% | -15.8% |
| YTD | +11.3% | +78.4% | -67.1% | +1.3% |
| 1Y | +11.3% | +89.7% | -78.4% | +0.4% |
| 3Y | +69.6% | +245.6% | -176.0% | +38.2% |
| 5Y | +33.6% | +142.7% | -109.1% | +5.1% |
| All | +34.6% | +186.2% | -151.6% | +5.6% |
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