-58.9%
ETSY vs LTH
+180.7%
-239.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | +10.3% | +5.0% | +5.3% | +7.6% |
| 6M | +55.1% | +37.7% | +17.4% | +35.2% |
| YTD | +60.5% | +75.0% | -14.5% | +24.6% |
| 1Y | +52.2% | +82.6% | -30.5% | +15.9% |
| 3Y | +40.8% | +241.3% | -200.5% | -25.3% |
| 5Y | -67.3% | +135.4% | -202.7% | -82.5% |
| All | -58.9% | +180.7% | -239.6% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling