+39.9%
ELV vs LTH
+84.0%
-44.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +4.6% |
| 7D | +4.8% | +9.9% | -5.1% | +4.3% |
| 30D | +10.1% | +18.3% | -8.2% | +9.3% |
| 3M | +15.4% | +5.9% | +9.4% | +14.9% |
| 6M | +17.7% | +80.3% | -62.6% | +13.1% |
| YTD | +25.7% | +78.3% | -52.6% | +19.9% |
| 1Y | +39.9% | +81.0% | -41.2% | +32.0% |
| All | +39.9% | +84.0% | -44.2% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling