+544.1%
EME vs LTH
+152.0%
+392.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | +2.7% | -4.0% | +6.7% | +3.5% |
| 30D | -6.8% | -1.7% | -5.1% | -6.5% |
| 3M | -8.8% | +28.0% | -36.8% | -13.7% |
| 6M | +5.0% | +54.1% | -49.1% | -4.8% |
| YTD | +23.5% | +57.1% | -33.6% | +11.2% |
| 1Y | +21.3% | +45.8% | -24.5% | +10.7% |
| 3Y | +241.1% | +157.6% | +83.5% | +176.8% |
| All | +544.1% | +152.0% | +392.1% | +405.8% |
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 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