+164.5%
EWT vs LTH
+249.2%
-84.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | -12.3% | +17.7% | -30.0% | -14.8% |
| 3M | -3.6% | +8.5% | -12.1% | -5.1% |
| 6M | +3.1% | +46.9% | -43.8% | -4.7% |
| YTD | +57.7% | +78.8% | -21.1% | +39.3% |
| 1Y | +60.3% | +84.9% | -24.6% | +40.6% |
| All | +164.5% | +249.2% | -84.6% | +112.9% |
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