+164.3%
EWY vs LTH
+54.1%
+110.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.8% | -0.6% | +5.5% | +4.9% |
| 30D | +11.7% | -4.6% | +16.3% | +12.6% |
| 3M | -7.4% | +32.8% | -40.2% | -15.2% |
| 6M | +40.6% | +64.6% | -24.1% | +21.5% |
| YTD | +94.3% | +62.6% | +31.6% | +67.3% |
| 1Y | +164.3% | +49.9% | +114.3% | +136.8% |
| All | +164.3% | +54.1% | +110.2% | +136.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling