+137.3%
ETSY vs LH
+214.8%
-77.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.5% |
| 7D | -12.9% | -3.2% | -9.7% | -11.1% |
| 30D | -11.5% | +0.1% | -11.6% | -11.5% |
| 3M | +3.5% | +18.6% | -15.1% | -7.0% |
| 6M | +27.6% | +17.9% | +9.7% | +14.8% |
| YTD | +28.4% | +28.9% | -0.5% | +8.8% |
| 1Y | +27.1% | +16.6% | +10.5% | +14.3% |
| 3Y | +6.0% | +63.6% | -57.5% | -24.4% |
| 5Y | -67.1% | +30.0% | -97.2% | -73.2% |
| 10Y | +421.9% | +191.9% | +230.0% | +146.9% |
| All | +137.3% | +214.8% | -77.5% | +7.9% |
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