+100.7%
ET vs LH
+63.5%
+37.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.0% |
| 7D | +0.6% | -3.2% | +3.8% | +1.2% |
| 30D | +5.3% | +0.1% | +5.1% | +5.2% |
| 3M | +15.6% | +18.6% | -3.0% | +11.9% |
| 6M | +20.6% | +17.9% | +2.7% | +16.8% |
| YTD | +38.5% | +28.9% | +9.6% | +31.3% |
| 1Y | +35.7% | +16.6% | +19.1% | +31.5% |
| All | +100.7% | +63.5% | +37.2% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling