+52.9%
EEM vs LTH
+156.3%
-103.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.4% |
| 7D | +3.1% | +1.5% | +1.6% | +2.8% |
| 30D | +4.9% | -3.1% | +7.9% | +5.3% |
| 3M | +5.2% | +28.1% | -22.9% | +1.2% |
| 6M | +20.7% | +67.4% | -46.7% | +11.3% |
| YTD | +26.5% | +59.8% | -33.3% | +17.2% |
| 1Y | +37.8% | +45.6% | -7.7% | +29.2% |
| 3Y | +91.0% | +162.0% | -71.0% | +61.5% |
| All | +52.9% | +156.3% | -103.4% | +22.1% |
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