-21.8%
EW vs LTH
+156.3%
-178.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -3.2% |
| 7D | -4.4% | +1.5% | -6.0% | -4.7% |
| 30D | -3.3% | -3.1% | -0.3% | -2.9% |
| 3M | +1.0% | +28.1% | -27.1% | -3.7% |
| 6M | +6.2% | +67.4% | -61.2% | -4.1% |
| YTD | +1.7% | +59.8% | -58.1% | -7.5% |
| 1Y | +8.1% | +45.6% | -37.5% | -0.1% |
| 3Y | +17.1% | +162.0% | -144.9% | -5.2% |
| All | -21.8% | +156.3% | -178.1% | -40.2% |
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