+154.5%
ETR vs LTH
+240.3%
-85.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.7% | +7.0% | -5.3% | +1.1% |
| 30D | +8.7% | +15.4% | -6.7% | +7.3% |
| 3M | +4.9% | +7.0% | -2.1% | +4.2% |
| 6M | +0.8% | +46.9% | -46.1% | -3.0% |
| YTD | +23.1% | +76.4% | -53.3% | +15.5% |
| 1Y | +17.9% | +83.7% | -65.9% | +10.0% |
| 3Y | +154.5% | +248.9% | -94.4% | +117.0% |
| All | +154.5% | +240.3% | -85.8% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling