+70.5%
EMR vs LTH
+152.0%
-81.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +0.9% | -4.0% | +4.9% | +1.8% |
| 30D | -5.0% | -1.7% | -3.3% | -4.6% |
| 3M | +5.9% | +28.0% | -22.1% | +0.4% |
| 6M | +7.3% | +54.1% | -46.7% | -2.4% |
| YTD | +14.6% | +57.1% | -42.5% | +3.8% |
| 1Y | +15.6% | +45.8% | -30.1% | +6.1% |
| 3Y | +60.2% | +157.6% | -97.4% | +31.4% |
| All | +70.5% | +152.0% | -81.5% | +33.2% |
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