+56.1%
EFA vs LTH
+174.8%
-118.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | 0.0% |
| 7D | +1.3% | -4.6% | +5.9% | +2.0% |
| 30D | +0.5% | +14.8% | -14.3% | -1.7% |
| 3M | -4.1% | +3.9% | -8.1% | -4.9% |
| 6M | +2.4% | +35.5% | -33.1% | -2.8% |
| YTD | +10.0% | +71.3% | -61.3% | +0.1% |
| 1Y | +11.4% | +75.7% | -64.3% | +0.9% |
| 3Y | +65.4% | +231.9% | -166.5% | +33.2% |
| 5Y | +49.6% | +130.5% | -80.9% | +16.9% |
| All | +56.1% | +174.8% | -118.7% | +22.0% |
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