+137.8%
LTH vs EFV
+93.2%
+44.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.7% |
| 7D | -1.3% | +2.5% | -3.8% | -4.2% |
| 30D | +15.7% | +2.9% | +12.7% | +11.8% |
| 3M | +5.0% | -1.4% | +6.4% | +6.4% |
| 6M | +37.7% | +5.5% | +32.1% | +28.2% |
| YTD | +75.0% | +16.1% | +58.9% | +45.3% |
| 1Y | +82.6% | +20.3% | +62.4% | +45.2% |
| 3Y | +241.3% | +90.4% | +150.9% | +48.8% |
| All | +137.8% | +93.2% | +44.6% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling