-66.1%
EL vs LTH
+152.0%
-218.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.4% |
| 7D | -2.4% | -4.0% | +1.6% | -1.1% |
| 30D | +13.7% | -1.7% | +15.3% | +14.1% |
| 3M | +14.5% | +28.0% | -13.5% | +5.7% |
| 6M | +7.4% | +54.1% | -46.7% | -6.9% |
| YTD | -4.7% | +57.1% | -61.8% | -17.8% |
| 1Y | +12.9% | +45.8% | -32.8% | -0.8% |
| 3Y | -32.2% | +157.6% | -189.8% | -51.7% |
| All | -66.1% | +152.0% | -218.1% | -77.3% |
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