-29.3%
ETHA vs LTH
+98.3%
-127.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.6% |
| 30D | +30.9% | -5.3% | +36.2% | +32.4% |
| 3M | +51.1% | +24.2% | +26.9% | +42.4% |
| 6M | +20.5% | +54.8% | -34.3% | +6.4% |
| YTD | -17.3% | +56.1% | -73.3% | -27.6% |
| 1Y | -43.2% | +45.5% | -88.8% | -49.3% |
| All | -29.3% | +98.3% | -127.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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