+62.6%
EFA vs LTH
+160.9%
-98.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +0.9% | -4.6% | +5.4% | +1.5% |
| 3M | +4.9% | +32.8% | -27.9% | 0.0% |
| 6M | +8.6% | +64.6% | -56.1% | -0.3% |
| YTD | +14.6% | +62.6% | -48.0% | +5.3% |
| 1Y | +22.6% | +49.9% | -27.3% | +13.9% |
| 3Y | +66.5% | +151.3% | -84.8% | +39.8% |
| All | +62.6% | +160.9% | -98.3% | +28.3% |
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