+50.2%
EWJ vs LTH
+143.1%
-92.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -1.9% | +0.3% | -2.1% | -1.9% |
| 30D | -5.3% | +17.7% | -23.1% | -7.6% |
| 3M | -4.3% | +8.5% | -12.8% | -5.6% |
| 6M | +0.4% | +46.9% | -46.5% | -5.5% |
| YTD | +14.7% | +78.8% | -64.1% | +4.4% |
| 1Y | +14.7% | +84.9% | -70.2% | +3.9% |
| 3Y | +66.2% | +246.4% | -180.2% | +36.3% |
| 5Y | +50.2% | +129.6% | -79.4% | +19.8% |
| All | +50.2% | +143.1% | -92.9% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling