-18.6%
EWY vs LTH
+40.2%
-58.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -1.7% |
| 7D | +10.4% | -4.6% | +15.1% | +10.3% |
| 30D | -12.7% | +14.8% | -27.5% | -13.4% |
| 3M | -17.3% | +3.9% | -21.3% | -17.0% |
| 6M | -18.6% | +35.5% | -54.1% | -32.9% |
| All | -18.6% | +40.2% | -58.8% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling