+192.2%
EWT vs LH
+56.3%
+135.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -1.7% |
| 7D | -1.1% | -7.4% | +6.3% | +0.3% |
| 30D | +4.8% | -4.6% | +9.4% | +5.6% |
| 3M | +11.1% | +14.5% | -3.4% | +8.1% |
| 6M | +54.6% | +14.8% | +39.8% | +50.2% |
| YTD | +71.4% | +23.3% | +48.2% | +63.8% |
| 1Y | +82.1% | +13.6% | +68.5% | +76.8% |
| All | +192.2% | +56.3% | +135.9% | +164.3% |
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