+709.7%
LH vs EFV
+256.4%
+453.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -0.8% | +1.0% | -1.8% | -1.3% |
| 30D | +2.0% | +0.2% | +1.8% | +1.9% |
| 3M | +24.3% | +9.6% | +14.6% | +18.5% |
| 6M | +21.1% | +14.0% | +7.0% | +13.0% |
| YTD | +30.4% | +18.5% | +12.0% | +19.3% |
| 1Y | +18.4% | +27.9% | -9.5% | +4.2% |
| 3Y | +65.5% | +92.4% | -27.0% | +17.9% |
| 5Y | +29.9% | +97.2% | -67.3% | -9.1% |
| 10Y | +186.6% | +163.0% | +23.6% | +74.5% |
| All | +709.7% | +256.4% | +453.3% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling