+9.2%
EMB vs LTH
+183.0%
-173.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.8% | +7.0% | -6.2% | +0.2% |
| 30D | +1.5% | +15.4% | -13.9% | +0.3% |
| 3M | -1.9% | +7.0% | -9.0% | -2.6% |
| 6M | -1.6% | +46.9% | -48.5% | -5.0% |
| YTD | 0.0% | +76.4% | -76.4% | -5.2% |
| 1Y | +1.1% | +83.7% | -82.7% | -4.6% |
| 3Y | +30.9% | +248.9% | -218.0% | +14.8% |
| 5Y | +7.1% | +141.8% | -134.8% | -8.9% |
| All | +9.2% | +183.0% | -173.8% | -7.6% |
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