+49.4%
EWZ vs LTH
+180.7%
-131.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +0.8% | -1.3% | +2.0% | +0.9% |
| 30D | -24.4% | +15.7% | -40.0% | -25.6% |
| 3M | -4.6% | +5.0% | -9.6% | -5.2% |
| 6M | -11.6% | +37.7% | -49.2% | -15.0% |
| YTD | +2.4% | +75.0% | -72.6% | -4.7% |
| 1Y | +2.1% | +82.6% | -80.6% | -5.4% |
| 3Y | +18.7% | +241.3% | -222.6% | +1.4% |
| 5Y | +54.2% | +135.4% | -81.3% | +32.3% |
| All | +49.4% | +180.7% | -131.4% | +30.6% |
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 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