+421.0%
EME vs LTH
+143.1%
+278.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | -14.4% | +17.7% | -32.1% | -17.2% |
| 3M | -18.3% | +8.5% | -26.8% | -19.8% |
| 6M | -28.3% | +46.9% | -75.3% | -34.2% |
| YTD | +9.2% | +78.8% | -69.6% | -4.4% |
| 1Y | +4.3% | +84.9% | -80.6% | -9.5% |
| 3Y | +218.6% | +246.4% | -27.7% | +144.6% |
| 5Y | +421.0% | +129.6% | +291.5% | +302.4% |
| All | +421.0% | +143.1% | +278.0% | +302.4% |
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 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