-24.4%
ELF vs LH
+17.9%
-42.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -1.2% | -0.8% | -0.3% | -0.9% |
| 30D | +5.9% | +2.0% | +3.9% | +5.2% |
| 3M | +99.5% | +24.3% | +75.3% | +87.1% |
| 6M | +26.5% | +21.1% | +5.5% | +19.6% |
| YTD | +37.2% | +30.4% | +6.7% | +27.5% |
| 1Y | -24.4% | +18.4% | -42.8% | -32.4% |
| All | -24.4% | +17.9% | -42.3% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling