+177.9%
EQT vs LTH
+156.3%
+21.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -0.8% | +1.5% | -2.4% | -1.1% |
| 30D | +6.6% | -3.1% | +9.7% | +7.1% |
| 3M | +4.4% | +28.1% | -23.7% | -0.4% |
| 6M | -10.5% | +67.4% | -77.9% | -19.3% |
| YTD | +3.7% | +59.8% | -56.0% | -5.9% |
| 1Y | +9.9% | +45.6% | -35.7% | +1.3% |
| 3Y | +35.4% | +162.0% | -126.6% | +10.2% |
| All | +177.9% | +156.3% | +21.6% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling