+135.2%
LTH vs EFV
+100.1%
+35.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.6% |
| 7D | -4.0% | -0.5% | -3.5% | -3.4% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | +28.0% | +8.4% | +19.6% | +16.0% |
| 6M | +54.1% | +12.3% | +41.7% | +34.2% |
| YTD | +57.1% | +17.4% | +39.7% | +29.3% |
| 1Y | +45.8% | +27.1% | +18.6% | +9.0% |
| 3Y | +157.6% | +90.7% | +66.8% | +13.8% |
| All | +135.2% | +100.1% | +35.1% | -1.1% |
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