+167.0%
EWY vs LTH
+150.5%
+16.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -4.0% | +3.9% | +0.7% |
| 30D | +7.3% | -5.3% | +12.6% | +8.3% |
| 3M | -5.1% | +19.0% | -24.2% | -8.7% |
| 6M | +42.1% | +55.8% | -13.7% | +29.7% |
| YTD | +94.1% | +56.1% | +38.0% | +76.8% |
| 1Y | +147.8% | +41.3% | +106.6% | +129.3% |
| 3Y | +222.9% | +156.6% | +66.3% | +163.0% |
| All | +167.0% | +150.5% | +16.6% | +103.0% |
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