+39.7%
EFX vs LH
+183.3%
-143.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.2% |
| 7D | -4.5% | -4.7% | +0.1% | -2.3% |
| 30D | -6.1% | -3.5% | -2.6% | -4.4% |
| 3M | +6.2% | +17.7% | -11.5% | -1.9% |
| 6M | -11.2% | +15.8% | -27.0% | -17.4% |
| YTD | -21.4% | +25.1% | -46.5% | -29.8% |
| 1Y | -34.3% | +12.5% | -46.8% | -38.4% |
| 3Y | -12.5% | +59.8% | -72.3% | -31.1% |
| 5Y | -35.6% | +27.1% | -62.6% | -44.5% |
| All | +39.7% | +183.3% | -143.6% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling