-61.2%
EL vs LTH
+183.0%
-244.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | +8.0% | +7.0% | +1.0% | +5.8% |
| 30D | +15.4% | +15.4% | 0.0% | +10.5% |
| 3M | +28.5% | +7.0% | +21.5% | +25.5% |
| 6M | +32.2% | +46.9% | -14.6% | +16.6% |
| YTD | +9.2% | +76.4% | -67.2% | -9.3% |
| 1Y | +30.8% | +83.7% | -52.9% | +7.2% |
| 3Y | +3.7% | +248.9% | -245.2% | -31.8% |
| 5Y | -64.8% | +141.8% | -206.6% | -77.4% |
| All | -61.2% | +183.0% | -244.2% | -75.0% |
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