+64.9%
EFA vs LTH
+234.6%
-169.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | 0.0% |
| 7D | +1.3% | -4.6% | +5.9% | +2.0% |
| 30D | +0.5% | +14.8% | -14.3% | -1.6% |
| 3M | -4.1% | +3.9% | -8.1% | -4.8% |
| 6M | +2.4% | +35.5% | -33.1% | -2.7% |
| YTD | +10.0% | +71.3% | -61.3% | +0.3% |
| 1Y | +11.4% | +75.7% | -64.3% | +1.1% |
| All | +64.9% | +234.6% | -169.7% | +37.9% |
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 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