+52.2%
EW vs LTH
+268.4%
-216.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +11.0% | +4.5% | +6.5% | +10.2% |
| 30D | +19.1% | +16.3% | +2.7% | +16.3% |
| 3M | +14.4% | +8.4% | +6.0% | +12.8% |
| 6M | +22.8% | +40.3% | -17.5% | +15.7% |
| YTD | +19.8% | +77.3% | -57.5% | +7.9% |
| 1Y | +23.9% | +88.0% | -64.1% | +10.5% |
| 3Y | +52.2% | +274.3% | -222.0% | +26.6% |
| All | +52.2% | +268.4% | -216.2% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling