+49.1%
EWZ vs LTH
+186.2%
-137.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +1.3% | +6.4% | -5.1% | +0.7% |
| 30D | -26.2% | +16.7% | -42.9% | -27.5% |
| 3M | -8.6% | +11.7% | -20.3% | -9.9% |
| 6M | -17.0% | +48.5% | -65.5% | -21.0% |
| YTD | +2.2% | +78.4% | -76.2% | -5.1% |
| 1Y | +2.7% | +89.7% | -87.0% | -5.3% |
| 3Y | +18.2% | +245.6% | -227.4% | +0.8% |
| 5Y | +56.0% | +142.7% | -86.7% | +33.9% |
| All | +49.1% | +186.2% | -137.1% | +30.0% |
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