+146.1%
EWT vs LH
+23.7%
+122.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -1.6% |
| 7D | -1.1% | -7.4% | +6.3% | +0.6% |
| 30D | +4.8% | -4.6% | +9.4% | +5.8% |
| 3M | +11.1% | +14.5% | -3.4% | +7.5% |
| 6M | +54.6% | +14.8% | +39.8% | +49.4% |
| YTD | +71.4% | +23.3% | +48.2% | +62.6% |
| 1Y | +82.1% | +13.6% | +68.5% | +75.8% |
| 3Y | +193.2% | +56.3% | +136.9% | +158.3% |
| 5Y | +146.1% | +25.2% | +120.9% | +123.9% |
| All | +146.1% | +23.7% | +122.4% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling