+231.1%
ET vs LTH
+160.9%
+70.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +7.5% | -4.6% | +12.1% | +8.0% |
| 3M | +11.4% | +32.8% | -21.4% | +7.4% |
| 6M | +18.5% | +64.6% | -46.1% | +10.6% |
| YTD | +37.4% | +62.6% | -25.3% | +28.1% |
| 1Y | +30.9% | +49.9% | -19.0% | +23.3% |
| 3Y | +98.7% | +151.3% | -52.6% | +73.1% |
| All | +231.1% | +160.9% | +70.2% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling