+230.2%
EWY vs LTH
+159.1%
+71.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.9% |
| 7D | +8.0% | +1.5% | +6.5% | +7.7% |
| 30D | +14.3% | -3.1% | +17.4% | +14.9% |
| 3M | +2.3% | +28.1% | -25.8% | -3.5% |
| 6M | +49.9% | +67.4% | -17.5% | +33.7% |
| YTD | +95.3% | +59.8% | +35.6% | +75.3% |
| 1Y | +161.7% | +45.6% | +116.1% | +138.4% |
| 3Y | +230.2% | +162.0% | +68.2% | +165.5% |
| All | +230.2% | +159.1% | +71.0% | +165.5% |
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