+6.6%
LHX vs ETHA
-27.9%
+34.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -1.2% |
| 7D | -4.3% | +3.5% | -7.7% | -4.3% |
| 30D | -15.1% | +35.3% | -50.5% | -15.9% |
| 3M | -21.0% | +50.9% | -71.8% | -22.0% |
| 6M | -32.0% | +22.1% | -54.1% | -32.5% |
| YTD | -15.3% | -14.6% | -0.7% | -15.0% |
| 1Y | -11.1% | -42.8% | +31.7% | -10.1% |
| All | +6.6% | -27.9% | +34.5% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling