+21.4%
ELV vs LTH
+180.7%
-159.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | +1.0% | -1.3% | +2.2% | +1.0% |
| 30D | +0.4% | +15.7% | -15.3% | -0.4% |
| 3M | +8.4% | +5.0% | +3.4% | +8.0% |
| 6M | +8.4% | +37.7% | -29.2% | +6.4% |
| YTD | +24.4% | +75.0% | -50.6% | +20.2% |
| 1Y | +33.5% | +82.6% | -49.2% | +28.7% |
| 3Y | -2.1% | +241.3% | -243.4% | -9.2% |
| 5Y | +5.8% | +135.4% | -129.6% | -3.1% |
| All | +21.4% | +180.7% | -159.3% | +11.1% |
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