-29.0%
EFX vs LTH
+160.9%
-189.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.5% |
| 7D | -8.6% | -0.6% | -8.0% | -8.5% |
| 30D | +0.1% | -4.6% | +4.7% | +1.3% |
| 3M | +3.8% | +32.8% | -29.0% | -4.1% |
| 6M | -13.5% | +64.6% | -78.1% | -25.6% |
| YTD | -17.7% | +62.6% | -80.3% | -29.0% |
| 1Y | -25.6% | +49.9% | -75.5% | -34.4% |
| 3Y | -12.1% | +151.3% | -163.4% | -35.5% |
| All | -29.0% | +160.9% | -189.9% | -50.9% |
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 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