+188.4%
ETN vs LTH
+160.9%
+27.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | -7.9% | -4.6% | -3.3% | -7.1% |
| 3M | -1.6% | +32.8% | -34.4% | -7.5% |
| 6M | +16.9% | +64.6% | -47.7% | +4.7% |
| YTD | +30.1% | +62.6% | -32.6% | +16.5% |
| 1Y | +19.3% | +49.9% | -30.6% | +8.4% |
| 3Y | +82.5% | +151.3% | -68.8% | +48.6% |
| All | +188.4% | +160.9% | +27.6% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling