+90.0%
EMR vs LTH
+186.2%
-96.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +0.7% | +6.4% | -5.7% | -0.6% |
| 30D | +3.5% | +16.7% | -13.2% | +0.1% |
| 3M | +5.9% | +11.7% | -5.8% | +3.3% |
| 6M | +19.4% | +48.5% | -29.1% | +9.4% |
| YTD | +27.7% | +78.4% | -50.7% | +12.4% |
| 1Y | +30.9% | +89.7% | -58.8% | +13.8% |
| 3Y | +104.2% | +245.6% | -141.4% | +59.0% |
| 5Y | +89.6% | +142.7% | -53.1% | +44.5% |
| All | +90.0% | +186.2% | -96.2% | +44.2% |
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 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