+37.8%
EEM vs LTH
+186.8%
-149.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -6.2% | +17.7% | -23.9% | -8.5% |
| 3M | -5.2% | +8.5% | -13.6% | -6.5% |
| 6M | -8.1% | +46.9% | -55.1% | -13.6% |
| YTD | +14.0% | +78.8% | -64.8% | +3.8% |
| 1Y | +13.8% | +84.9% | -71.1% | +3.1% |
| 3Y | +73.7% | +246.4% | -172.6% | +41.5% |
| 5Y | +34.6% | +129.6% | -95.0% | +6.1% |
| All | +37.8% | +186.8% | -149.0% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling