-42.7%
ETHA vs LBRT
+101.6%
-144.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | +0.8% | +8.7% | -7.9% | +0.3% |
| 30D | +27.9% | +6.6% | +21.3% | +27.0% |
| 3M | +38.3% | -34.5% | +72.8% | +44.3% |
| 6M | +14.0% | -24.5% | +38.5% | +16.4% |
| YTD | -17.4% | +12.7% | -30.2% | -20.8% |
| 1Y | -42.7% | +94.8% | -137.5% | -44.5% |
| All | -42.7% | +101.6% | -144.3% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling