-64.7%
ETSY vs LTH
+160.9%
-225.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.9% |
| 7D | -8.5% | -0.6% | -7.8% | -8.3% |
| 30D | -10.9% | -4.6% | -6.3% | -9.2% |
| 3M | +14.1% | +32.8% | -18.7% | +1.6% |
| 6M | +37.5% | +64.6% | -27.1% | +10.2% |
| YTD | +38.0% | +62.6% | -24.6% | +10.9% |
| 1Y | +46.5% | +49.9% | -3.4% | +21.6% |
| 3Y | +2.5% | +151.3% | -148.8% | -37.3% |
| All | -64.7% | +160.9% | -225.6% | -80.3% |
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