+231.2%
ET vs LTH
+156.3%
+74.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | +6.9% | -3.1% | +9.9% | +7.2% |
| 3M | +13.1% | +28.1% | -15.0% | +9.5% |
| 6M | +18.7% | +67.4% | -48.7% | +10.5% |
| YTD | +37.4% | +59.8% | -22.3% | +28.5% |
| 1Y | +34.8% | +45.6% | -10.8% | +27.4% |
| 3Y | +96.8% | +162.0% | -65.2% | +70.5% |
| All | +231.2% | +156.3% | +74.9% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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