+6.1%
EMB vs LTH
+142.9%
-136.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -2.7% | +8.4% | -11.1% | -3.5% |
| 6M | -2.8% | +40.3% | -43.1% | -5.8% |
| YTD | -1.1% | +77.3% | -78.4% | -6.3% |
| 1Y | 0.0% | +88.0% | -88.0% | -5.8% |
| 3Y | +28.8% | +274.3% | -245.5% | +12.1% |
| All | +6.1% | +142.9% | -136.8% | -9.8% |
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 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