-4.6%
EW vs LTH
+174.8%
-179.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.7% |
| 7D | +4.9% | -4.6% | +9.6% | +5.8% |
| 30D | +24.1% | +14.8% | +9.3% | +21.1% |
| 3M | +13.7% | +3.9% | +9.8% | +12.7% |
| 6M | +32.7% | +35.5% | -2.8% | +25.0% |
| YTD | +24.1% | +71.3% | -47.2% | +11.4% |
| 1Y | +23.6% | +75.7% | -52.1% | +10.4% |
| 3Y | +64.8% | +231.9% | -167.2% | +28.4% |
| 5Y | -8.8% | +130.5% | -139.3% | -30.9% |
| All | -4.6% | +174.8% | -179.4% | -28.0% |
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