-7.9%
EW vs LTH
+184.4%
-192.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +11.0% | +4.5% | +6.5% | +10.1% |
| 30D | +19.1% | +16.3% | +2.7% | +15.9% |
| 3M | +14.4% | +8.4% | +6.0% | +12.5% |
| 6M | +22.8% | +40.3% | -17.5% | +15.0% |
| YTD | +19.8% | +77.3% | -57.5% | +6.9% |
| 1Y | +23.9% | +88.0% | -64.1% | +9.3% |
| 3Y | +52.2% | +274.3% | -222.0% | +16.0% |
| 5Y | -13.9% | +142.9% | -156.8% | -35.2% |
| All | -7.9% | +184.4% | -192.3% | -30.9% |
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