+21.5%
ELV vs LTH
+174.8%
-153.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.3% |
| 7D | -0.5% | -4.6% | +4.1% | -0.2% |
| 30D | +1.1% | +14.8% | -13.7% | +0.4% |
| 3M | +8.2% | +3.9% | +4.3% | +7.9% |
| 6M | +10.2% | +35.5% | -25.3% | +8.3% |
| YTD | +24.4% | +71.3% | -46.9% | +20.4% |
| 1Y | +33.8% | +75.7% | -41.9% | +29.3% |
| 3Y | -1.4% | +231.9% | -233.3% | -8.3% |
| 5Y | +5.8% | +130.5% | -124.6% | -2.9% |
| All | +21.5% | +174.8% | -153.3% | +11.2% |
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 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