-6.2%
EW vs LTH
+186.2%
-192.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +9.3% | +6.4% | +2.9% | +8.1% |
| 30D | +22.1% | +16.7% | +5.3% | +18.8% |
| 3M | +13.0% | +11.7% | +1.3% | +10.6% |
| 6M | +30.1% | +48.5% | -18.4% | +20.6% |
| YTD | +22.0% | +78.4% | -56.4% | +8.7% |
| 1Y | +23.7% | +89.7% | -66.0% | +9.0% |
| 3Y | +62.0% | +245.6% | -183.6% | +25.4% |
| 5Y | -12.4% | +142.7% | -155.1% | -34.1% |
| All | -6.2% | +186.2% | -192.4% | -29.7% |
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