-13.0%
EFX vs LH
+63.5%
-76.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.4% |
| 7D | -9.4% | -3.2% | -6.2% | -7.7% |
| 30D | -6.9% | +0.1% | -7.0% | -6.9% |
| 3M | +0.1% | +18.6% | -18.5% | -8.8% |
| 6M | -17.3% | +17.9% | -35.3% | -24.5% |
| YTD | -21.8% | +28.9% | -50.8% | -32.3% |
| 1Y | -32.5% | +16.6% | -49.2% | -38.3% |
| All | -13.0% | +63.5% | -76.5% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling