+338.3%
ELF vs LH
+227.3%
+110.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | +4.0% | +1.4% | +2.6% | +3.4% |
| 30D | +10.6% | +17.5% | -6.9% | +3.1% |
| 3M | +25.8% | +16.1% | +9.8% | +17.8% |
| 6M | +89.1% | +43.4% | +45.7% | +61.5% |
| YTD | +52.7% | +47.2% | +5.5% | +28.6% |
| 1Y | +51.7% | +50.1% | +1.6% | +26.5% |
| 3Y | +14.2% | +81.2% | -66.9% | -12.9% |
| 5Y | +270.7% | +63.7% | +207.0% | +188.9% |
| 10Y | +341.9% | +269.2% | +72.8% | +127.5% |
| All | +338.3% | +227.3% | +110.9% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling