-40.9%
ETHA vs LDOS
-8.2%
-32.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.5% |
| 7D | -10.2% | +1.9% | -12.1% | -10.6% |
| 30D | -17.0% | +12.8% | -29.8% | -19.5% |
| 3M | +9.6% | -1.0% | +10.6% | +9.4% |
| 6M | -11.3% | +6.2% | -17.5% | -13.6% |
| YTD | -30.9% | -23.2% | -7.7% | -24.9% |
| 1Y | -42.6% | -29.5% | -13.1% | -35.3% |
| All | -40.9% | -8.2% | -32.7% | -47.5% |
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