+142.8%
EFA vs LH
+183.3%
-40.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | -1.5% | -4.7% | +3.2% | 0.0% |
| 30D | -1.7% | -3.5% | +1.8% | -0.6% |
| 3M | +3.5% | +17.7% | -14.2% | -2.0% |
| 6M | +9.5% | +15.8% | -6.3% | +4.0% |
| YTD | +12.9% | +25.1% | -12.2% | +4.3% |
| 1Y | +18.2% | +12.5% | +5.7% | +12.8% |
| 3Y | +64.8% | +59.8% | +5.1% | +37.7% |
| 5Y | +53.9% | +27.1% | +26.8% | +36.8% |
| All | +142.8% | +183.3% | -40.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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