+198.6%
ETN vs LTH
+150.5%
+48.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +3.5% | -4.0% | +7.5% | +4.4% |
| 30D | -7.5% | -5.3% | -2.2% | -6.6% |
| 3M | +8.3% | +19.0% | -10.7% | +4.2% |
| 6M | +20.2% | +55.8% | -35.6% | +8.8% |
| YTD | +34.7% | +56.1% | -21.5% | +21.6% |
| 1Y | +19.4% | +41.3% | -21.8% | +9.9% |
| 3Y | +85.5% | +156.6% | -71.1% | +50.5% |
| All | +198.6% | +150.5% | +48.2% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling