-24.5%
EFX vs LTH
+186.2%
-210.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +0.3% | +6.4% | -6.1% | -1.4% |
| 30D | +29.1% | +16.7% | +12.4% | +23.6% |
| 3M | +4.3% | +11.7% | -7.4% | +0.8% |
| 6M | +7.7% | +48.5% | -40.8% | -4.0% |
| YTD | -12.5% | +78.4% | -90.9% | -26.5% |
| 1Y | -8.8% | +89.7% | -98.5% | -24.9% |
| 3Y | +4.3% | +245.6% | -241.3% | -29.5% |
| 5Y | -29.4% | +142.7% | -172.1% | -53.9% |
| All | -24.5% | +186.2% | -210.7% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling