+62.4%
EWJ vs LTH
+160.9%
-98.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.5% | -0.6% | +3.2% | +2.6% |
| 30D | +3.3% | -4.6% | +7.9% | +3.9% |
| 3M | +5.0% | +32.8% | -27.8% | +0.5% |
| 6M | +11.5% | +64.6% | -53.1% | +3.2% |
| YTD | +22.4% | +62.6% | -40.3% | +13.3% |
| 1Y | +30.2% | +49.9% | -19.7% | +21.7% |
| 3Y | +72.8% | +151.3% | -78.5% | +48.5% |
| All | +62.4% | +160.9% | -98.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling