+92.3%
EMR vs LTH
+183.0%
-90.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +2.1% | +7.0% | -4.9% | +0.7% |
| 30D | +4.8% | +15.4% | -10.7% | +1.5% |
| 3M | +7.5% | +7.0% | +0.4% | +5.7% |
| 6M | +20.9% | +46.9% | -26.0% | +11.0% |
| YTD | +29.2% | +76.4% | -47.2% | +14.0% |
| 1Y | +33.0% | +83.7% | -50.8% | +16.3% |
| 3Y | +109.8% | +248.9% | -139.1% | +63.2% |
| 5Y | +91.9% | +141.8% | -49.9% | +46.6% |
| All | +92.3% | +183.0% | -90.7% | +46.3% |
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