+20.2%
LIN vs ETHA
-42.9%
+63.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.6% |
| 7D | +0.2% | -10.3% | +10.5% | +0.7% |
| 30D | +6.2% | -19.7% | +25.8% | +7.1% |
| 3M | +9.3% | +7.2% | +2.1% | +8.8% |
| 6M | +4.4% | -11.9% | +16.3% | +4.7% |
| YTD | +23.7% | -32.3% | +56.1% | +25.4% |
| 1Y | +23.5% | -41.1% | +64.6% | +25.9% |
| All | +20.2% | -42.9% | +63.1% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling