+204.6%
ET vs LTH
+186.2%
+18.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -1.9% | +6.4% | -8.3% | -2.6% |
| 30D | -3.1% | +16.7% | -19.8% | -5.0% |
| 3M | -3.9% | +11.7% | -15.6% | -5.3% |
| 6M | +4.0% | +48.5% | -44.5% | -1.3% |
| YTD | +26.4% | +78.4% | -52.0% | +16.5% |
| 1Y | +24.9% | +89.7% | -64.8% | +14.0% |
| 3Y | +85.2% | +245.6% | -160.5% | +55.5% |
| 5Y | +218.3% | +142.7% | +75.6% | +165.3% |
| All | +204.6% | +186.2% | +18.4% | +158.0% |
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