-28.7%
ETHA vs LEN
-49.8%
+21.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.6% |
| 7D | +2.7% | -2.9% | +5.6% | +3.8% |
| 30D | +29.4% | -8.9% | +38.2% | +33.8% |
| 3M | +47.2% | -10.9% | +58.1% | +52.6% |
| 6M | +25.4% | -19.7% | +45.0% | +35.5% |
| YTD | -16.5% | -20.6% | +4.0% | -11.8% |
| 1Y | -42.3% | -42.4% | +0.1% | -26.5% |
| All | -28.7% | -49.8% | +21.2% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling