+54.8%
ESI vs LTH
+174.8%
-120.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.0% | -1.0% |
| 7D | +8.3% | -4.6% | +13.0% | +9.7% |
| 30D | -10.4% | +14.8% | -25.3% | -14.2% |
| 3M | -13.2% | +3.9% | -17.1% | -14.6% |
| 6M | -23.9% | +35.5% | -59.4% | -31.1% |
| YTD | +34.2% | +71.3% | -37.1% | +12.7% |
| 1Y | +22.2% | +75.7% | -53.5% | +1.9% |
| 3Y | +79.2% | +231.9% | -152.7% | +22.0% |
| 5Y | +38.1% | +130.5% | -92.3% | -6.1% |
| All | +54.8% | +174.8% | -120.1% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling