+387.6%
EFA vs LH
+830.7%
-443.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.7% |
| 7D | -0.5% | -3.2% | +2.7% | +0.6% |
| 30D | -1.3% | +0.1% | -1.5% | -1.4% |
| 3M | +5.2% | +18.6% | -13.4% | -0.7% |
| 6M | +9.4% | +17.9% | -8.6% | +3.2% |
| YTD | +12.7% | +28.9% | -16.2% | +3.2% |
| 1Y | +19.3% | +16.6% | +2.6% | +12.5% |
| 3Y | +66.3% | +63.6% | +2.8% | +38.4% |
| 5Y | +53.4% | +30.0% | +23.3% | +35.7% |
| 10Y | +144.4% | +191.9% | -47.5% | +57.4% |
| All | +387.6% | +830.7% | -443.2% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling