-62.1%
EL vs LTH
+174.8%
-236.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.4% |
| 7D | +2.7% | -4.6% | +7.3% | +4.1% |
| 30D | +10.8% | +14.8% | -4.0% | +6.2% |
| 3M | +26.5% | +3.9% | +22.5% | +24.6% |
| 6M | +31.1% | +35.5% | -4.4% | +18.6% |
| YTD | +6.6% | +71.3% | -64.7% | -10.6% |
| 1Y | +21.8% | +75.7% | -53.9% | +1.2% |
| 3Y | +1.8% | +231.9% | -230.2% | -32.1% |
| 5Y | -65.6% | +130.5% | -196.0% | -77.7% |
| All | -62.1% | +174.8% | -236.9% | -75.4% |
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