+35.6%
ESI vs LTH
+142.9%
-107.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | -8.5% | +4.5% | -13.0% | -9.8% |
| 30D | -15.7% | +16.3% | -32.0% | -19.5% |
| 3M | -18.2% | +8.4% | -26.6% | -20.6% |
| 6M | -28.8% | +40.3% | -69.1% | -36.4% |
| YTD | +26.3% | +77.3% | -51.0% | +4.6% |
| 1Y | +18.2% | +88.0% | -69.7% | -3.8% |
| 3Y | +68.1% | +274.3% | -206.2% | +9.1% |
| All | +35.6% | +142.9% | -107.2% | -9.4% |
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 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