+24.9%
ESI vs LTH
+84.0%
-59.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.3% | -11.0% | -5.9% |
| 7D | -6.6% | +9.9% | -16.4% | -8.5% |
| 30D | -10.9% | +18.3% | -29.2% | -14.5% |
| 3M | -13.8% | +5.9% | -19.8% | -14.8% |
| 6M | -21.5% | +80.3% | -101.9% | -37.9% |
| YTD | +34.7% | +78.3% | -43.6% | +6.4% |
| 1Y | +24.9% | +81.0% | -56.1% | -2.6% |
| All | +24.9% | +84.0% | -59.1% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling