-19.5%
ELF vs LH
+64.2%
-83.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.7% |
| 7D | +5.4% | -2.5% | +7.8% | +6.4% |
| 30D | +27.0% | +4.3% | +22.6% | +25.0% |
| 3M | +113.2% | +25.5% | +87.7% | +95.8% |
| 6M | +36.6% | +17.0% | +19.6% | +28.6% |
| YTD | +44.2% | +31.3% | +13.0% | +29.9% |
| 1Y | -18.0% | +20.0% | -38.0% | -24.0% |
| All | -19.5% | +64.2% | -83.8% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling