+179.2%
LH vs EFV
+169.9%
+9.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.7% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | -3.5% | +0.6% | -4.1% | -3.9% |
| 3M | +17.7% | +7.5% | +10.2% | +11.4% |
| 6M | +15.8% | +13.0% | +2.7% | +5.0% |
| YTD | +25.1% | +18.3% | +6.8% | +9.3% |
| 1Y | +12.5% | +26.7% | -14.2% | -6.8% |
| 3Y | +59.8% | +89.6% | -29.8% | -4.9% |
| 5Y | +27.1% | +98.2% | -71.1% | -28.1% |
| All | +179.2% | +169.9% | +9.3% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling