+142.7%
ETSY vs LNT
+216.3%
-73.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.8% | -5.1% |
| 7D | -10.9% | +1.0% | -11.9% | -11.2% |
| 30D | -14.9% | -1.1% | -13.8% | -14.6% |
| 3M | +5.8% | -3.6% | +9.4% | +7.1% |
| 6M | +29.1% | -2.7% | +31.8% | +29.7% |
| YTD | +31.3% | +8.0% | +23.3% | +27.2% |
| 1Y | +25.1% | +10.5% | +14.7% | +20.1% |
| 3Y | +8.5% | +49.6% | -41.1% | -6.1% |
| 5Y | -66.1% | +32.2% | -98.3% | -69.8% |
| 10Y | +410.3% | +141.8% | +268.5% | +262.2% |
| All | +142.7% | +216.3% | -73.6% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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