+249.6%
EME vs LTH
+159.1%
+90.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.9% |
| 7D | +5.2% | +1.5% | +3.6% | +4.8% |
| 30D | -5.4% | -3.1% | -2.3% | -4.8% |
| 3M | -6.1% | +28.1% | -34.2% | -11.8% |
| 6M | +9.7% | +67.4% | -57.7% | -4.0% |
| YTD | +26.6% | +59.8% | -33.2% | +11.7% |
| 1Y | +24.6% | +45.6% | -21.0% | +12.4% |
| 3Y | +249.6% | +162.0% | +87.6% | +190.2% |
| All | +249.6% | +159.1% | +90.5% | +190.2% |
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