+8.0%
ELF vs LTH
+273.3%
-265.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -2.7% | +5.3% | -8.0% | -4.2% |
| 30D | +6.9% | +18.3% | -11.4% | +1.7% |
| 3M | +27.2% | +5.4% | +21.8% | +24.8% |
| 6M | +84.9% | +62.5% | +22.3% | +58.6% |
| YTD | +44.5% | +79.6% | -35.2% | +19.8% |
| 1Y | -6.8% | +88.1% | -94.9% | -23.7% |
| All | +8.0% | +273.3% | -265.3% | -26.2% |
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 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