-35.9%
EFX vs LH
+23.7%
-59.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +2.5% |
| 7D | -11.1% | -7.4% | -3.7% | -7.1% |
| 30D | -7.4% | -4.6% | -2.8% | -4.9% |
| 3M | +1.5% | +14.5% | -13.0% | -6.1% |
| 6M | -13.7% | +14.8% | -28.5% | -20.4% |
| YTD | -21.9% | +23.3% | -45.1% | -31.1% |
| 1Y | -30.8% | +13.6% | -44.4% | -36.1% |
| 3Y | -12.4% | +56.3% | -68.7% | -33.8% |
| 5Y | -35.9% | +25.2% | -61.1% | -47.7% |
| All | -35.9% | +23.7% | -59.6% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling