+20,250.7%
ETN vs LH
+1,355.8%
+18,894.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.5% |
| 7D | +6.2% | -3.2% | +9.4% | +6.7% |
| 30D | -6.7% | +0.1% | -6.8% | -6.7% |
| 3M | +3.6% | +18.6% | -15.0% | +0.9% |
| 6M | +18.3% | +17.9% | +0.4% | +15.2% |
| YTD | +31.5% | +28.9% | +2.5% | +26.3% |
| 1Y | +20.6% | +16.6% | +3.9% | +17.4% |
| 3Y | +82.5% | +63.6% | +19.0% | +68.6% |
| 5Y | +177.8% | +30.0% | +147.8% | +164.1% |
| 10Y | +705.0% | +191.9% | +513.1% | +586.9% |
| All | +20,250.7% | +1,355.8% | +18,894.8% | +15,059.3% |
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