+81.1%
ETN vs LTH
+155.4%
-74.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | +6.2% | -4.0% | +10.2% | +7.1% |
| 30D | -6.7% | -1.7% | -5.0% | -6.4% |
| 3M | +3.6% | +28.0% | -24.4% | -2.4% |
| 6M | +18.3% | +54.1% | -35.7% | +6.3% |
| YTD | +31.5% | +57.1% | -25.6% | +17.3% |
| 1Y | +20.6% | +45.8% | -25.2% | +9.3% |
| All | +81.1% | +155.4% | -74.3% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling