+157.9%
EQX vs LTH
+153.7%
+4.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.4% | -5.0% |
| 7D | -7.0% | -3.7% | -3.3% | -6.5% |
| 30D | +4.8% | -5.3% | +10.2% | +5.7% |
| 3M | +25.6% | +24.2% | +1.4% | +20.6% |
| 6M | -25.8% | +54.8% | -80.7% | -31.3% |
| YTD | -12.7% | +56.1% | -68.8% | -19.5% |
| 1Y | +14.1% | +45.5% | -31.5% | +6.4% |
| All | +157.9% | +153.7% | +4.2% | +110.4% |
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