+160.3%
ETR vs LTH
+142.3%
+17.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.7% | +7.0% | -5.3% | +1.2% |
| 30D | +8.7% | +15.4% | -6.7% | +7.6% |
| 3M | +4.9% | +7.0% | -2.1% | +4.3% |
| 6M | +0.8% | +46.9% | -46.1% | -2.2% |
| YTD | +23.1% | +76.4% | -53.3% | +17.3% |
| 1Y | +17.9% | +83.7% | -65.9% | +11.9% |
| 3Y | +154.5% | +248.9% | -94.4% | +129.5% |
| 5Y | +160.3% | +141.8% | +18.4% | +127.2% |
| All | +160.3% | +142.3% | +17.9% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling