-67.4%
ETSY vs LTH
+137.1%
-204.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | -0.1% |
| 7D | -1.0% | -1.3% | +0.2% | -0.6% |
| 30D | +7.3% | +15.7% | -8.3% | +0.7% |
| 3M | +10.3% | +5.0% | +5.3% | +7.5% |
| 6M | +55.1% | +37.7% | +17.4% | +34.6% |
| YTD | +60.5% | +75.0% | -14.5% | +23.5% |
| 1Y | +52.2% | +82.6% | -30.5% | +14.8% |
| 3Y | +40.8% | +241.3% | -200.5% | -27.3% |
| All | -67.4% | +137.1% | -204.5% | -83.1% |
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