+4,990.6%
ETR vs LH
+1,372.9%
+3,617.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +1.4% | -0.8% | +2.3% | +1.5% |
| 30D | +1.9% | +2.0% | -0.1% | +1.6% |
| 3M | +1.0% | +24.3% | -23.3% | -1.3% |
| 6M | +4.8% | +21.1% | -16.2% | +2.7% |
| YTD | +19.5% | +30.4% | -10.9% | +16.2% |
| 1Y | +28.1% | +18.4% | +9.7% | +25.6% |
| 3Y | +151.1% | +65.5% | +85.7% | +137.6% |
| 5Y | +125.2% | +29.9% | +95.3% | +117.1% |
| 10Y | +291.1% | +186.6% | +104.5% | +249.3% |
| All | +4,990.6% | +1,372.9% | +3,617.7% | +4,024.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling