-67.1%
ETSY vs LTH
+152.0%
-219.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.5% |
| 7D | -12.9% | -4.0% | -8.9% | -11.4% |
| 30D | -11.5% | -1.7% | -9.8% | -10.9% |
| 3M | +3.5% | +28.0% | -24.5% | -6.4% |
| 6M | +27.6% | +54.1% | -26.4% | +5.4% |
| YTD | +28.4% | +57.1% | -28.7% | +4.7% |
| 1Y | +27.1% | +45.8% | -18.7% | +6.7% |
| 3Y | +6.0% | +157.6% | -151.5% | -36.3% |
| All | -67.1% | +152.0% | -219.1% | -81.4% |
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