+204.5%
ET vs LTH
+174.8%
+29.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.3% |
| 7D | +3.0% | -4.6% | +7.7% | +3.6% |
| 30D | -3.5% | +14.8% | -18.3% | -5.2% |
| 3M | -5.6% | +3.9% | -9.5% | -6.2% |
| 6M | +0.5% | +35.5% | -35.0% | -3.5% |
| YTD | +26.3% | +71.3% | -45.0% | +17.0% |
| 1Y | +25.7% | +75.7% | -50.0% | +15.8% |
| 3Y | +85.1% | +231.9% | -146.8% | +56.2% |
| 5Y | +216.4% | +130.5% | +85.9% | +164.5% |
| All | +204.5% | +174.8% | +29.6% | +159.1% |
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