-4.1%
LHX vs ETHA
-44.4%
+40.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.6% |
| 7D | -2.0% | +0.8% | -2.8% | -2.0% |
| 30D | -9.9% | +27.9% | -37.8% | -10.8% |
| 3M | -16.5% | +38.3% | -54.8% | -17.8% |
| 6M | -29.6% | +14.0% | -43.6% | -30.0% |
| YTD | -11.6% | -17.4% | +5.9% | -9.6% |
| 1Y | -4.1% | -42.7% | +38.6% | +0.7% |
| All | -4.1% | -44.4% | +40.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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