+248.6%
LTH vs EFV
+91.3%
+157.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.3% | -1.0% | +1.3% | +1.1% |
| 30D | +17.7% | +3.1% | +14.6% | +14.3% |
| 3M | +8.5% | -1.2% | +9.7% | +9.5% |
| 6M | +46.9% | +5.6% | +41.3% | +38.4% |
| YTD | +78.8% | +15.8% | +63.0% | +54.0% |
| 1Y | +84.9% | +20.0% | +64.9% | +53.7% |
| All | +248.6% | +91.3% | +157.3% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling