+108.7%
EWY vs LTH
+143.1%
-34.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.2% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -13.1% | +17.7% | -30.8% | -15.9% |
| 3M | -11.6% | +8.5% | -20.1% | -13.2% |
| 6M | -23.4% | +46.9% | -70.3% | -29.4% |
| YTD | +52.0% | +78.8% | -26.7% | +34.5% |
| 1Y | +58.6% | +84.9% | -26.3% | +39.4% |
| 3Y | +163.3% | +246.4% | -83.0% | +103.1% |
| 5Y | +108.7% | +129.6% | -20.9% | +54.6% |
| All | +108.7% | +143.1% | -34.4% | +54.6% |
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