+14.2%
ELF vs LTH
+268.4%
-254.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | +4.0% | +4.5% | -0.5% | +2.6% |
| 30D | +10.6% | +16.3% | -5.8% | +5.7% |
| 3M | +25.8% | +8.4% | +17.4% | +22.5% |
| 6M | +89.1% | +40.3% | +48.8% | +69.7% |
| YTD | +52.7% | +77.3% | -24.5% | +27.1% |
| 1Y | +51.7% | +88.0% | -36.2% | +23.8% |
| 3Y | +14.2% | +274.3% | -260.0% | -21.7% |
| All | +14.2% | +268.4% | -254.2% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling