-66.0%
EL vs LTH
+142.9%
-208.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.6% |
| 7D | +0.8% | +4.5% | -3.7% | -0.6% |
| 30D | +16.5% | +16.3% | +0.2% | +11.2% |
| 3M | +29.2% | +8.4% | +20.8% | +25.6% |
| 6M | +27.9% | +40.3% | -12.4% | +14.2% |
| YTD | +6.2% | +77.3% | -71.1% | -12.2% |
| 1Y | +27.2% | +88.0% | -60.8% | +3.2% |
| 3Y | +3.2% | +274.3% | -271.1% | -34.1% |
| All | -66.0% | +142.9% | -208.9% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling