+176.1%
ET vs LH
+179.1%
-3.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.6% |
| 7D | +1.4% | -7.4% | +8.8% | +3.8% |
| 30D | +4.6% | -4.6% | +9.2% | +6.0% |
| 3M | +16.0% | +14.5% | +1.5% | +10.8% |
| 6M | +22.8% | +14.8% | +8.0% | +16.8% |
| YTD | +38.9% | +23.3% | +15.6% | +28.7% |
| 1Y | +34.1% | +13.6% | +20.5% | +27.3% |
| 3Y | +98.8% | +56.3% | +42.5% | +66.9% |
| 5Y | +246.8% | +25.2% | +221.6% | +208.4% |
| All | +176.1% | +179.1% | -3.1% | +75.9% |
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