+162.0%
LTH vs EFV
+92.7%
+69.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.1% |
| 7D | +1.5% | +1.0% | +0.5% | +0.5% |
| 30D | -3.1% | +0.2% | -3.2% | -3.2% |
| 3M | +28.1% | +9.6% | +18.5% | +16.3% |
| 6M | +67.4% | +14.0% | +53.4% | +46.6% |
| YTD | +59.8% | +18.5% | +41.3% | +34.0% |
| 1Y | +45.6% | +27.9% | +17.7% | +12.7% |
| 3Y | +162.0% | +92.4% | +69.6% | +15.4% |
| All | +162.0% | +92.7% | +69.3% | +15.4% |
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