-32.6%
EFX vs LTH
+152.0%
-184.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -9.4% | -4.0% | -5.4% | -8.4% |
| 30D | -6.9% | -1.7% | -5.2% | -6.6% |
| 3M | +0.1% | +28.0% | -27.9% | -6.6% |
| 6M | -17.3% | +54.1% | -71.4% | -27.4% |
| YTD | -21.8% | +57.1% | -78.9% | -31.9% |
| 1Y | -32.5% | +45.8% | -78.3% | -40.1% |
| 3Y | -12.3% | +157.6% | -169.9% | -36.1% |
| All | -32.6% | +152.0% | -184.5% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling