-10.5%
EFX vs LTH
+159.1%
-169.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.6% |
| 7D | -7.8% | +1.5% | -9.4% | -8.2% |
| 30D | -5.7% | -3.1% | -2.7% | -5.1% |
| 3M | +2.5% | +28.1% | -25.6% | -4.0% |
| 6M | -16.7% | +67.4% | -84.1% | -28.3% |
| YTD | -20.2% | +59.8% | -80.0% | -30.5% |
| 1Y | -31.4% | +45.6% | -77.0% | -38.7% |
| 3Y | -10.5% | +162.0% | -172.5% | -35.7% |
| All | -10.5% | +159.1% | -169.6% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling