+8.1%
EW vs LTH
+46.4%
-38.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -3.3% |
| 7D | -4.4% | +1.5% | -6.0% | -4.6% |
| 30D | -3.3% | -3.1% | -0.3% | -3.0% |
| 3M | +1.0% | +28.1% | -27.1% | -3.4% |
| 6M | +6.2% | +67.4% | -61.2% | -4.6% |
| YTD | +1.7% | +59.8% | -58.1% | -7.9% |
| 1Y | +8.1% | +45.6% | -37.5% | -4.4% |
| All | +8.1% | +46.4% | -38.3% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling