+590.1%
EWT vs LH
+2,057.4%
-1,467.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | +1.6% | -0.8% | +2.5% | +1.9% |
| 30D | +8.2% | +2.0% | +6.2% | +7.5% |
| 3M | +11.1% | +24.3% | -13.2% | +4.1% |
| 6M | +60.4% | +21.1% | +39.4% | +51.3% |
| YTD | +75.6% | +30.4% | +45.1% | +61.8% |
| 1Y | +91.3% | +18.4% | +72.9% | +80.8% |
| 3Y | +200.3% | +65.5% | +134.8% | +154.9% |
| 5Y | +156.4% | +29.9% | +126.5% | +130.0% |
| 10Y | +495.8% | +186.6% | +309.2% | +307.0% |
| All | +590.1% | +2,057.4% | -1,467.2% | +219.3% |
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 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