+10.9%
EMB vs LTH
+160.9%
-150.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | -0.3% | -4.6% | +4.3% | +0.1% |
| 3M | -0.4% | +32.8% | -33.2% | -2.9% |
| 6M | +0.1% | +64.6% | -64.5% | -4.4% |
| YTD | +1.6% | +62.6% | -61.1% | -3.0% |
| 1Y | +5.6% | +49.9% | -44.3% | +1.5% |
| 3Y | +29.8% | +151.3% | -121.5% | +17.2% |
| All | +10.9% | +160.9% | -150.0% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling