+132.4%
EWT vs LTH
+180.7%
-48.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.2% |
| 7D | +9.1% | -1.3% | +10.4% | +9.3% |
| 30D | -12.2% | +15.7% | -27.9% | -14.3% |
| 3M | -9.4% | +5.0% | -14.4% | -10.3% |
| 6M | +2.7% | +37.7% | -35.0% | -3.0% |
| YTD | +53.3% | +75.0% | -21.7% | +38.6% |
| 1Y | +59.2% | +82.6% | -23.5% | +42.9% |
| 3Y | +157.1% | +241.3% | -84.2% | +108.5% |
| 5Y | +119.6% | +135.4% | -15.8% | +72.1% |
| All | +132.4% | +180.7% | -48.4% | +80.3% |
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 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