-29.4%
ETHA vs LDOS
-11.3%
-18.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.8% |
| 7D | +0.8% | -5.4% | +6.2% | +2.3% |
| 30D | +27.9% | +4.9% | +23.0% | +25.7% |
| 3M | +38.3% | +7.2% | +31.1% | +34.4% |
| 6M | +14.0% | -24.2% | +38.2% | +24.7% |
| YTD | -17.4% | -25.8% | +8.4% | -9.3% |
| 1Y | -42.7% | -24.7% | -17.9% | -37.4% |
| All | -29.4% | -11.3% | -18.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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