-42.7%
ETHA vs LH
+20.0%
-62.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | +0.8% | -2.5% | +3.3% | +1.0% |
| 30D | +27.9% | +4.3% | +23.6% | +27.8% |
| 3M | +38.3% | +25.5% | +12.8% | +38.8% |
| 6M | +14.0% | +17.0% | -3.0% | +14.8% |
| YTD | -17.4% | +31.3% | -48.7% | -19.0% |
| 1Y | -42.7% | +20.0% | -62.6% | -43.7% |
| All | -42.7% | +20.0% | -62.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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