+167.7%
LTH vs EFV
+97.4%
+70.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.3% | -1.0% | +1.3% | +1.3% |
| 30D | +17.7% | +3.1% | +14.6% | +13.6% |
| 3M | +8.5% | -1.2% | +9.7% | +9.6% |
| 6M | +46.9% | +5.6% | +41.3% | +36.7% |
| YTD | +78.8% | +15.8% | +63.0% | +49.0% |
| 1Y | +84.9% | +20.0% | +64.9% | +47.7% |
| 3Y | +246.4% | +91.0% | +155.4% | +51.5% |
| 5Y | +129.6% | +93.7% | +35.9% | -3.3% |
| All | +167.7% | +97.4% | +70.4% | +13.9% |
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