+246.8%
ET vs LH
+23.7%
+223.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.0% |
| 7D | +1.4% | -7.4% | +8.8% | +2.7% |
| 30D | +4.6% | -4.6% | +9.2% | +5.3% |
| 3M | +16.0% | +14.5% | +1.5% | +13.1% |
| 6M | +22.8% | +14.8% | +8.0% | +19.5% |
| YTD | +38.9% | +23.3% | +15.6% | +33.0% |
| 1Y | +34.1% | +13.6% | +20.5% | +30.3% |
| 3Y | +98.8% | +56.3% | +42.5% | +80.6% |
| 5Y | +246.8% | +25.2% | +221.6% | +204.1% |
| All | +246.8% | +23.7% | +223.1% | +204.1% |
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