+143.5%
LTH vs EFV
+103.3%
+40.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | +1.5% | -2.1% | -2.4% |
| 30D | -4.6% | +1.7% | -6.3% | -6.5% |
| 3M | +32.8% | +8.6% | +24.2% | +20.0% |
| 6M | +64.6% | +11.7% | +52.9% | +44.4% |
| YTD | +62.6% | +19.3% | +43.4% | +31.4% |
| 1Y | +49.9% | +30.2% | +19.7% | +8.9% |
| 3Y | +151.3% | +91.6% | +59.8% | +10.6% |
| All | +143.5% | +103.3% | +40.3% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling