-29.2%
ETHA vs LEN
-49.6%
+20.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +2.9% | -3.4% | +6.3% | +4.3% |
| 30D | +31.4% | -5.7% | +37.1% | +34.1% |
| 3M | +48.9% | -12.2% | +61.1% | +55.4% |
| 6M | +20.9% | -18.3% | +39.2% | +29.7% |
| YTD | -17.2% | -20.2% | +3.0% | -12.7% |
| 1Y | -42.8% | -40.1% | -2.7% | -28.8% |
| All | -29.2% | -49.6% | +20.4% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling