-24.4%
EFX vs LTH
+186.8%
-211.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | +27.9% | +17.7% | +10.2% | +22.2% |
| 3M | +3.8% | +8.5% | -4.6% | +1.2% |
| 6M | +13.0% | +46.9% | -34.0% | +1.0% |
| YTD | -12.4% | +78.8% | -91.2% | -26.5% |
| 1Y | -10.4% | +84.9% | -95.3% | -25.6% |
| 3Y | +4.4% | +246.4% | -241.9% | -29.5% |
| 5Y | -28.9% | +129.6% | -158.5% | -54.4% |
| All | -24.4% | +186.8% | -211.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling