+513.6%
EWT vs LH
+183.3%
+330.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | -1.1% | -4.7% | +3.6% | +0.2% |
| 30D | +4.5% | -3.5% | +7.9% | +5.4% |
| 3M | +8.3% | +17.7% | -9.4% | +3.0% |
| 6M | +54.2% | +15.8% | +38.5% | +47.2% |
| YTD | +74.6% | +25.1% | +49.5% | +62.7% |
| 1Y | +84.9% | +12.5% | +72.4% | +77.3% |
| 3Y | +197.5% | +59.8% | +137.8% | +153.6% |
| 5Y | +150.6% | +27.1% | +123.5% | +125.6% |
| All | +513.6% | +183.3% | +330.3% | +311.6% |
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 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