+4.3%
EWZ vs LTH
+84.4%
-80.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -1.5% | +4.5% | -6.0% | -1.6% |
| 30D | -24.5% | +16.3% | -40.9% | -25.1% |
| 3M | -10.7% | +8.4% | -19.1% | -10.7% |
| 6M | -19.1% | +40.3% | -59.4% | -22.6% |
| YTD | +1.6% | +77.3% | -75.7% | -7.9% |
| 1Y | +4.3% | +88.0% | -83.7% | -6.5% |
| All | +4.3% | +84.4% | -80.1% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling