+65.9%
EW vs LTH
+241.8%
-175.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | +4.9% | -1.3% | +6.2% | +5.1% |
| 30D | +23.9% | +15.7% | +8.3% | +21.1% |
| 3M | +15.8% | +5.0% | +10.8% | +14.7% |
| 6M | +31.7% | +37.7% | -6.0% | +24.3% |
| YTD | +25.7% | +75.0% | -49.3% | +13.1% |
| 1Y | +24.4% | +82.6% | -58.2% | +11.1% |
| 3Y | +65.9% | +241.3% | -175.4% | +37.3% |
| All | +65.9% | +241.8% | -175.9% | +37.3% |
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