+216.4%
ET vs LH
+54.4%
+162.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.0% | +2.5% | +0.6% | +2.6% |
| 30D | -3.5% | +18.7% | -22.2% | -6.4% |
| 3M | -5.6% | +15.3% | -21.0% | -8.1% |
| 6M | +0.5% | +45.4% | -44.9% | -6.4% |
| YTD | +26.3% | +49.5% | -23.2% | +16.7% |
| 1Y | +25.7% | +41.4% | -15.7% | +17.3% |
| 3Y | +85.1% | +87.6% | -2.6% | +61.7% |
| 5Y | +216.4% | +53.8% | +162.6% | +161.1% |
| All | +216.4% | +54.4% | +162.0% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling