-30.4%
ELAN vs LTH
+150.5%
-180.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | -5.4% | -4.0% | -1.4% | -4.2% |
| 30D | +4.7% | -5.3% | +10.0% | +6.4% |
| 3M | -3.7% | +19.0% | -22.7% | -8.7% |
| 6M | -1.2% | +55.8% | -57.0% | -13.7% |
| YTD | +2.4% | +56.1% | -53.7% | -10.9% |
| 1Y | +23.4% | +41.3% | -17.9% | +10.2% |
| 3Y | +96.7% | +156.6% | -60.0% | +43.8% |
| All | -30.4% | +150.5% | -180.9% | -53.1% |
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