-38.9%
ETHA vs LSCC
+96.4%
-135.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.4% | -13.0% | -7.5% |
| 7D | -5.3% | +19.3% | -24.6% | -11.7% |
| 30D | -14.2% | -9.6% | -4.5% | -11.8% |
| 3M | +10.7% | -12.4% | +23.1% | +14.1% |
| 6M | -8.4% | -10.5% | +2.1% | -9.0% |
| YTD | -28.6% | +54.8% | -83.4% | -46.1% |
| 1Y | -38.8% | +79.4% | -118.2% | -56.9% |
| All | -38.9% | +96.4% | -135.3% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling