-36.1%
ETHA vs LII
-37.4%
+1.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | -0.2% | -0.6% | +0.4% | +0.1% |
| 30D | -13.4% | -4.6% | -8.8% | -12.3% |
| 3M | +16.5% | -21.2% | +37.7% | +26.9% |
| 6M | -5.3% | -36.4% | +31.1% | +10.5% |
| YTD | -25.2% | -28.9% | +3.7% | -19.4% |
| 1Y | -32.9% | -29.5% | -3.4% | -27.3% |
| All | -36.1% | -37.4% | +1.3% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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