+22.1%
ETSY vs LH
+14.9%
+7.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | -4.9% | -4.7% | -0.2% | -2.9% |
| 30D | -8.6% | -3.5% | -5.1% | -7.1% |
| 3M | +4.8% | +17.7% | -12.9% | -2.6% |
| 6M | +38.1% | +15.8% | +22.3% | +29.3% |
| YTD | +31.2% | +25.1% | +6.1% | +16.2% |
| 1Y | +22.1% | +12.5% | +9.6% | +10.7% |
| All | +22.1% | +14.9% | +7.2% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling