+424.6%
ETSY vs LH
+183.3%
+241.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.7% |
| 7D | -4.9% | -4.7% | -0.2% | -2.1% |
| 30D | -8.6% | -3.5% | -5.1% | -6.7% |
| 3M | +4.8% | +17.7% | -12.9% | -5.6% |
| 6M | +38.1% | +15.8% | +22.3% | +25.3% |
| YTD | +31.2% | +25.1% | +6.1% | +13.0% |
| 1Y | +22.1% | +12.5% | +9.6% | +12.1% |
| 3Y | +12.2% | +59.8% | -47.5% | -19.3% |
| 5Y | -66.5% | +27.1% | -93.5% | -72.4% |
| All | +424.6% | +183.3% | +241.3% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling