+69.9%
EQX vs LTH
+150.5%
-80.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.2% | -4.0% | +0.8% | -2.5% |
| 30D | +7.8% | -5.3% | +13.1% | +8.8% |
| 3M | +21.3% | +19.0% | +2.3% | +17.0% |
| 6M | -22.4% | +55.8% | -78.2% | -29.0% |
| YTD | -11.3% | +56.1% | -67.4% | -19.0% |
| 1Y | +13.5% | +41.3% | -27.7% | +5.3% |
| 3Y | +162.1% | +156.6% | +5.5% | +111.2% |
| All | +69.9% | +150.5% | -80.6% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling