+85.5%
ETN vs LH
+58.7%
+26.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +3.5% | -4.7% | +8.2% | +4.6% |
| 30D | -7.5% | -3.5% | -4.0% | -6.9% |
| 3M | +8.3% | +17.7% | -9.4% | +4.1% |
| 6M | +20.2% | +15.8% | +4.4% | +15.9% |
| YTD | +34.7% | +25.1% | +9.6% | +26.8% |
| 1Y | +19.4% | +12.5% | +6.9% | +15.9% |
| 3Y | +85.5% | +59.8% | +25.7% | +61.5% |
| All | +85.5% | +58.7% | +26.8% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling