+75.5%
EWZ vs LTH
+160.9%
-85.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +6.5% | -0.6% | +7.1% | +6.6% |
| 30D | +4.8% | -4.6% | +9.4% | +5.3% |
| 3M | +9.9% | +32.8% | -22.9% | +6.1% |
| 6M | +1.9% | +64.6% | -62.7% | -4.2% |
| YTD | +20.3% | +62.6% | -42.3% | +13.1% |
| 1Y | +35.6% | +49.9% | -14.3% | +28.4% |
| 3Y | +43.4% | +151.3% | -107.9% | +26.3% |
| All | +75.5% | +160.9% | -85.4% | +54.9% |
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 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