+34.1%
EEM vs LTH
+142.3%
-108.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | -0.1% | +7.0% | -7.1% | -1.1% |
| 30D | -8.6% | +15.4% | -24.1% | -10.6% |
| 3M | -7.0% | +7.0% | -14.1% | -8.1% |
| 6M | -9.7% | +46.9% | -56.6% | -15.1% |
| YTD | +12.1% | +76.4% | -64.3% | +2.1% |
| 1Y | +14.1% | +83.7% | -69.7% | +3.2% |
| 3Y | +72.1% | +248.9% | -176.8% | +39.4% |
| 5Y | +34.1% | +141.8% | -107.7% | +5.5% |
| All | +34.1% | +142.3% | -108.2% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling