-42.8%
ETHA vs LEN
-41.0%
-1.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.9% |
| 7D | +3.5% | -4.8% | +8.2% | +4.1% |
| 30D | +35.3% | -6.6% | +41.9% | +36.4% |
| 3M | +50.9% | -15.7% | +66.5% | +54.0% |
| 6M | +22.1% | -16.6% | +38.8% | +23.9% |
| YTD | -14.6% | -21.3% | +6.8% | -16.1% |
| 1Y | -42.8% | -42.0% | -0.8% | -29.6% |
| All | -42.8% | -41.0% | -1.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling