+52.6%
EEM vs LTH
+160.9%
-108.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.3% | -0.6% | +3.0% | +2.4% |
| 30D | +4.5% | -4.6% | +9.1% | +5.2% |
| 3M | -0.1% | +32.8% | -32.9% | -4.4% |
| 6M | +16.9% | +64.6% | -47.7% | +8.0% |
| YTD | +26.2% | +62.6% | -36.4% | +16.6% |
| 1Y | +40.5% | +49.9% | -9.4% | +31.1% |
| 3Y | +86.2% | +151.3% | -65.2% | +58.4% |
| All | +52.6% | +160.9% | -108.3% | +21.6% |
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 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