+163.1%
ET vs LH
+261.9%
-98.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.5% | +1.1% | +1.5% | +2.2% |
| 30D | -2.5% | +16.7% | -19.2% | -7.3% |
| 3M | -4.9% | +15.1% | -19.9% | -9.4% |
| 6M | -0.1% | +46.3% | -46.4% | -12.2% |
| YTD | +26.2% | +48.8% | -22.5% | +9.7% |
| 1Y | +25.2% | +39.7% | -14.5% | +11.0% |
| 3Y | +84.2% | +87.0% | -2.9% | +45.2% |
| 5Y | +216.1% | +53.0% | +163.1% | +162.5% |
| All | +163.1% | +261.9% | -98.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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