+293.6%
ELF vs LH
+190.1%
+103.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | -1.2% | -0.8% | -0.3% | -0.8% |
| 30D | +5.9% | +2.0% | +3.9% | +5.1% |
| 3M | +99.5% | +24.3% | +75.3% | +82.0% |
| 6M | +26.5% | +21.1% | +5.5% | +16.4% |
| YTD | +37.2% | +30.4% | +6.7% | +22.0% |
| 1Y | -24.4% | +18.4% | -42.8% | -30.1% |
| 3Y | -23.3% | +65.5% | -88.8% | -39.3% |
| 5Y | +245.2% | +29.9% | +215.3% | +198.9% |
| All | +293.6% | +190.1% | +103.5% | +119.1% |
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