+19.3%
ETN vs LTH
+54.1%
-34.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | +2.0% | -0.6% | +2.6% | +2.0% |
| 30D | -7.9% | -4.6% | -3.3% | -7.6% |
| 3M | -1.6% | +32.8% | -34.4% | -5.2% |
| 6M | +16.9% | +64.6% | -47.7% | +10.4% |
| YTD | +30.1% | +62.6% | -32.6% | +23.5% |
| 1Y | +19.3% | +49.9% | -30.6% | +15.1% |
| All | +19.3% | +54.1% | -34.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling