-27.0%
ETHA vs LNT
+31.4%
-58.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +3.5% | -1.0% | +4.5% | +3.7% |
| 30D | +35.3% | -4.2% | +39.6% | +36.4% |
| 3M | +50.9% | -6.7% | +57.5% | +52.5% |
| 6M | +22.1% | -3.6% | +25.7% | +21.8% |
| YTD | -14.6% | +5.9% | -20.5% | -17.9% |
| 1Y | -42.8% | +7.3% | -50.0% | -45.2% |
| All | -27.0% | +31.4% | -58.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling