+57.8%
EWZ vs LTH
+142.9%
-85.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -1.5% | +4.5% | -6.0% | -1.9% |
| 30D | -24.5% | +16.3% | -40.9% | -25.9% |
| 3M | -10.7% | +8.4% | -19.1% | -11.7% |
| 6M | -19.1% | +40.3% | -59.4% | -22.5% |
| YTD | +1.6% | +77.3% | -75.7% | -5.7% |
| 1Y | +4.3% | +88.0% | -83.7% | -4.0% |
| 3Y | +19.0% | +274.3% | -255.3% | -0.2% |
| All | +57.8% | +142.9% | -85.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling