+156.3%
ETR vs LH
+86.5%
+69.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | +7.0% | +16.7% | -9.7% | +3.4% |
| 3M | +4.6% | +15.1% | -10.5% | +1.3% |
| 6M | +0.1% | +46.3% | -46.2% | -8.5% |
| YTD | +23.2% | +48.8% | -25.6% | +11.5% |
| 1Y | +20.6% | +39.7% | -19.1% | +10.9% |
| 3Y | +156.3% | +87.0% | +69.2% | +107.0% |
| All | +156.3% | +86.5% | +69.8% | +107.0% |
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