-42.7%
ETHA vs LSCC
+72.9%
-115.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.2% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | +27.9% | -9.7% | +37.6% | +31.5% |
| 3M | +38.3% | -23.7% | +62.0% | +48.9% |
| 6M | +14.0% | +26.5% | -12.5% | -3.5% |
| YTD | -17.4% | +57.5% | -74.9% | -41.0% |
| 1Y | -42.7% | +75.7% | -118.3% | -57.8% |
| All | -42.7% | +72.9% | -115.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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