-61.5%
EL vs LTH
+186.8%
-248.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +12.3% | +17.7% | -5.4% | +6.9% |
| 3M | +28.4% | +8.5% | +19.9% | +24.9% |
| 6M | +36.7% | +46.9% | -10.2% | +20.6% |
| YTD | +8.4% | +78.8% | -70.4% | -10.3% |
| 1Y | +25.4% | +84.9% | -59.5% | +2.6% |
| 3Y | +3.4% | +246.4% | -242.9% | -31.8% |
| 5Y | -64.8% | +129.6% | -194.3% | -77.4% |
| All | -61.5% | +186.8% | -248.2% | -75.3% |
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