+19.7%
LIN vs ETHA
-39.8%
+59.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.2% |
| 7D | +0.1% | -5.3% | +5.4% | +0.3% |
| 30D | +7.6% | -14.2% | +21.7% | +8.2% |
| 3M | +6.5% | +10.7% | -4.2% | +5.9% |
| 6M | +6.2% | -8.4% | +14.5% | +6.3% |
| YTD | +23.2% | -28.6% | +51.8% | +24.6% |
| 1Y | +25.4% | -38.8% | +64.2% | +27.7% |
| All | +19.7% | -39.8% | +59.5% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling