+1,333.5%
ET vs LH
+705.3%
+628.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.0% | +2.5% | +0.6% | +2.0% |
| 30D | -3.5% | +18.7% | -22.2% | -10.2% |
| 3M | -5.6% | +15.3% | -21.0% | -11.5% |
| 6M | +0.5% | +45.4% | -44.9% | -14.6% |
| YTD | +26.3% | +49.5% | -23.2% | +5.4% |
| 1Y | +25.7% | +41.4% | -15.7% | +7.3% |
| 3Y | +85.1% | +87.6% | -2.6% | +36.8% |
| 5Y | +216.4% | +53.8% | +162.6% | +148.6% |
| 10Y | +160.9% | +266.2% | -105.2% | +22.4% |
| All | +1,333.5% | +705.3% | +628.2% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling