+55.2%
EWT vs LH
+44.2%
+11.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.5% |
| 7D | -10.9% | +2.1% | -13.0% | -11.0% |
| 30D | -17.7% | +19.2% | -36.9% | -18.6% |
| 3M | -5.0% | +18.0% | -23.0% | -6.0% |
| 6M | +7.4% | +46.1% | -38.7% | +3.7% |
| YTD | +52.8% | +47.7% | +5.1% | +49.0% |
| 1Y | +55.2% | +47.2% | +8.0% | +51.0% |
| All | +55.2% | +44.2% | +11.0% | +51.0% |
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 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