+8.5%
EMB vs LTH
+184.4%
-175.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -0.1% | +4.5% | -4.6% | -0.5% |
| 30D | +1.3% | +16.3% | -15.0% | 0.0% |
| 3M | -2.2% | +8.4% | -10.6% | -3.0% |
| 6M | -2.3% | +40.3% | -42.6% | -5.3% |
| YTD | -0.6% | +77.3% | -77.9% | -5.8% |
| 1Y | +0.5% | +88.0% | -87.5% | -5.3% |
| 3Y | +29.4% | +274.3% | -244.8% | +12.8% |
| 5Y | +6.5% | +142.9% | -136.4% | -9.4% |
| All | +8.5% | +184.4% | -175.9% | -8.2% |
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