+33.6%
EQT vs LTH
+153.8%
-120.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -2.0% | -4.0% | +2.0% | -1.5% |
| 30D | 0.0% | -5.3% | +5.3% | +0.7% |
| 3M | +5.9% | +19.0% | -13.1% | +3.0% |
| 6M | -14.8% | +55.8% | -70.6% | -21.1% |
| YTD | +1.8% | +56.1% | -54.4% | -6.3% |
| 1Y | +7.4% | +41.3% | -33.9% | +0.6% |
| 3Y | +33.6% | +156.6% | -123.0% | +17.0% |
| All | +33.6% | +153.8% | -120.2% | +17.0% |
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