+166.7%
EWT vs LTH
+152.0%
+14.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +2.1% | -4.0% | +6.1% | +2.8% |
| 30D | +9.4% | -1.7% | +11.0% | +9.6% |
| 3M | +10.9% | +28.0% | -17.1% | +6.2% |
| 6M | +57.9% | +54.1% | +3.9% | +46.2% |
| YTD | +75.9% | +57.1% | +18.8% | +62.1% |
| 1Y | +89.7% | +45.8% | +43.9% | +76.5% |
| 3Y | +200.9% | +157.6% | +43.3% | +153.6% |
| All | +166.7% | +152.0% | +14.7% | +110.9% |
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 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