+357.2%
ELF vs LH
+267.5%
+89.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.3% | +4.8% | +1.5% | +4.2% |
| 30D | +8.5% | +18.8% | -10.3% | +0.6% |
| 3M | +24.4% | +15.7% | +8.8% | +16.7% |
| 6M | +94.7% | +46.7% | +48.1% | +64.6% |
| YTD | +55.9% | +48.9% | +6.9% | +30.4% |
| 1Y | +48.4% | +43.5% | +5.0% | +26.0% |
| 3Y | +24.6% | +86.9% | -62.3% | -6.5% |
| 5Y | +285.0% | +60.4% | +224.6% | +202.7% |
| 10Y | +357.2% | +260.7% | +96.5% | +122.7% |
| All | +357.2% | +267.5% | +89.7% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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