+274.8%
ELF vs LTH
+174.8%
+100.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.2% | 0.0% | -3.2% |
| 7D | +3.4% | -4.6% | +8.0% | +4.5% |
| 30D | +5.0% | +14.8% | -9.9% | +1.6% |
| 3M | +22.6% | +3.9% | +18.7% | +21.1% |
| 6M | +104.0% | +35.5% | +68.5% | +89.4% |
| YTD | +49.3% | +71.3% | -22.0% | +30.7% |
| 1Y | +46.0% | +75.7% | -29.7% | +27.1% |
| 3Y | +19.4% | +231.9% | -212.5% | -9.6% |
| 5Y | +262.0% | +130.5% | +131.6% | +170.0% |
| All | +274.8% | +174.8% | +100.0% | +184.4% |
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