+16.1%
EL vs LTH
+46.4%
-30.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +1.7% | +1.5% | +0.2% | +1.2% |
| 30D | +15.5% | -3.1% | +18.5% | +16.3% |
| 3M | +20.6% | +28.1% | -7.6% | +10.3% |
| 6M | +10.5% | +67.4% | -56.9% | -9.7% |
| YTD | -1.9% | +59.8% | -61.7% | -16.3% |
| 1Y | +16.1% | +45.6% | -29.5% | -2.2% |
| All | +16.1% | +46.4% | -30.4% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling