-31.3%
ELAN vs LTH
+150.3%
-181.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -6.4% | -3.7% | -2.7% | -5.3% |
| 30D | +0.6% | -5.3% | +5.9% | +2.3% |
| 3M | 0.0% | +24.2% | -24.2% | -6.5% |
| 6M | -3.4% | +54.8% | -58.3% | -15.5% |
| YTD | +1.0% | +56.1% | -55.0% | -12.1% |
| 1Y | +24.7% | +45.5% | -20.8% | +10.4% |
| 3Y | +97.2% | +155.9% | -58.7% | +44.3% |
| All | -31.3% | +150.3% | -181.7% | -53.7% |
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