-42.8%
ETHA vs LH
+14.9%
-57.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.1% |
| 7D | +3.5% | -4.7% | +8.2% | +3.8% |
| 30D | +35.3% | -3.5% | +38.8% | +35.7% |
| 3M | +50.9% | +17.7% | +33.2% | +52.6% |
| 6M | +22.1% | +15.8% | +6.3% | +23.9% |
| YTD | -14.6% | +25.1% | -39.7% | -15.5% |
| 1Y | -42.8% | +12.5% | -55.3% | -43.8% |
| All | -42.8% | +14.9% | -57.7% | -43.8% |
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