+5,145.4%
ETR vs LH
+1,579.7%
+3,565.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +7.0% | +16.7% | -9.7% | +5.3% |
| 3M | +4.6% | +15.1% | -10.5% | +3.0% |
| 6M | +0.1% | +46.3% | -46.2% | -3.8% |
| YTD | +23.2% | +48.8% | -25.6% | +18.0% |
| 1Y | +20.6% | +39.7% | -19.1% | +16.3% |
| 3Y | +156.3% | +87.0% | +69.2% | +139.3% |
| 5Y | +159.6% | +53.0% | +106.6% | +146.2% |
| 10Y | +377.1% | +264.3% | +112.7% | +317.4% |
| All | +5,145.4% | +1,579.7% | +3,565.7% | +4,090.4% |
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