+33.5%
ELV vs LTH
+79.8%
-46.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +1.0% | -1.3% | +2.2% | +1.0% |
| 30D | +0.4% | +15.7% | -15.3% | +0.1% |
| 3M | +8.4% | +5.0% | +3.4% | +8.1% |
| 6M | +8.4% | +37.7% | -29.2% | +7.9% |
| YTD | +24.4% | +75.0% | -50.6% | +21.2% |
| 1Y | +33.5% | +82.6% | -49.2% | +28.2% |
| All | +33.5% | +79.8% | -46.3% | +28.2% |
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 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