+105.7%
EWY vs LTH
+174.8%
-69.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.9% |
| 7D | +10.4% | -4.6% | +15.1% | +11.3% |
| 30D | -12.7% | +14.8% | -27.5% | -15.1% |
| 3M | -17.3% | +3.9% | -21.3% | -18.2% |
| 6M | -18.6% | +35.5% | -54.1% | -23.7% |
| YTD | +49.5% | +71.3% | -21.8% | +33.5% |
| 1Y | +55.0% | +75.7% | -20.7% | +37.6% |
| 3Y | +159.0% | +231.9% | -72.9% | +102.0% |
| 5Y | +102.5% | +130.5% | -28.0% | +52.2% |
| All | +105.7% | +174.8% | -69.1% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling