+144.5%
ETR vs LH
+56.3%
+88.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.3% |
| 7D | -1.9% | -7.4% | +5.5% | -0.1% |
| 30D | -0.2% | -4.6% | +4.4% | +0.9% |
| 3M | -3.7% | +14.5% | -18.2% | -7.1% |
| 6M | +2.1% | +14.8% | -12.7% | -1.7% |
| YTD | +16.5% | +23.3% | -6.8% | +9.8% |
| 1Y | +22.5% | +13.6% | +8.9% | +17.9% |
| All | +144.5% | +56.3% | +88.2% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling