+47.2%
LH vs EFV
+25.8%
+21.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.6% |
| 7D | +2.1% | +2.9% | -0.8% | +0.9% |
| 30D | +19.2% | +3.6% | +15.6% | +17.4% |
| 3M | +18.0% | -0.1% | +18.1% | +17.9% |
| 6M | +46.1% | +9.6% | +36.5% | +40.7% |
| YTD | +47.7% | +17.0% | +30.7% | +34.7% |
| 1Y | +47.2% | +25.7% | +21.6% | +26.3% |
| All | +47.2% | +25.8% | +21.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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