-6.7%
EFX vs LH
+44.2%
-51.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +0.6% |
| 7D | +9.2% | +2.1% | +7.1% | +8.0% |
| 30D | +34.8% | +19.2% | +15.6% | +23.3% |
| 3M | +8.8% | +18.0% | -9.2% | +0.1% |
| 6M | +12.3% | +46.1% | -33.8% | -6.8% |
| YTD | -10.6% | +47.7% | -58.3% | -25.2% |
| 1Y | -6.7% | +47.2% | -54.0% | -22.4% |
| All | -6.7% | +44.2% | -51.0% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling