+164.6%
EWT vs LTH
+150.5%
+14.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -4.0% | +2.9% | -0.5% |
| 30D | +4.5% | -5.3% | +9.7% | +5.3% |
| 3M | +8.3% | +19.0% | -10.8% | +4.9% |
| 6M | +54.2% | +55.8% | -1.5% | +42.6% |
| YTD | +74.6% | +56.1% | +18.4% | +61.0% |
| 1Y | +84.9% | +41.3% | +43.6% | +73.0% |
| 3Y | +197.5% | +156.6% | +40.9% | +150.9% |
| All | +164.6% | +150.5% | +14.2% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling