+29.6%
EMB vs LTH
+241.8%
-212.2%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | +0.4% | +15.7% | -15.3% | -0.6% |
| 3M | -3.1% | +5.0% | -8.1% | -3.5% |
| 6M | -2.1% | +37.7% | -39.7% | -4.3% |
| YTD | -1.1% | +75.0% | -76.1% | -5.3% |
| 1Y | -0.1% | +82.6% | -82.7% | -4.6% |
| 3Y | +29.6% | +241.3% | -211.7% | +15.8% |
| All | +29.6% | +241.8% | -212.2% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling