+13.1%
ELV vs LTH
+156.3%
-143.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | -0.3% | +1.5% | -1.8% | -0.4% |
| 30D | +2.0% | -3.1% | +5.0% | +2.1% |
| 3M | -3.5% | +28.1% | -31.6% | -4.9% |
| 6M | +40.2% | +67.4% | -27.2% | +35.8% |
| YTD | +15.8% | +59.8% | -43.9% | +12.5% |
| 1Y | +33.2% | +45.6% | -12.4% | +29.9% |
| 3Y | -6.2% | +162.0% | -168.2% | -12.0% |
| All | +13.1% | +156.3% | -143.2% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling