+706.7%
ETN vs LH
+183.3%
+523.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.3% |
| 7D | +3.5% | -4.7% | +8.2% | +5.8% |
| 30D | -7.5% | -3.5% | -4.0% | -6.1% |
| 3M | +8.3% | +17.7% | -9.4% | -0.3% |
| 6M | +20.2% | +15.8% | +4.4% | +11.0% |
| YTD | +34.7% | +25.1% | +9.6% | +19.5% |
| 1Y | +19.4% | +12.5% | +6.9% | +11.1% |
| 3Y | +85.5% | +59.8% | +25.7% | +41.3% |
| 5Y | +186.6% | +27.1% | +159.5% | +141.2% |
| All | +706.7% | +183.3% | +523.4% | +314.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling