+64.6%
EFA vs LTH
+155.4%
-90.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -0.5% | -4.0% | +3.5% | +0.1% |
| 30D | -1.3% | -1.7% | +0.3% | -1.2% |
| 3M | +5.2% | +28.0% | -22.8% | +1.1% |
| 6M | +9.4% | +54.1% | -44.7% | +2.0% |
| YTD | +12.7% | +57.1% | -44.4% | +4.7% |
| 1Y | +19.3% | +45.8% | -26.5% | +11.8% |
| All | +64.6% | +155.4% | -90.7% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling