+232.7%
LITE vs ETHA
-31.0%
+263.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.7% | -13.6% | -9.5% |
| 7D | -31.4% | +2.1% | -33.6% | -31.9% |
| 30D | -42.6% | -10.7% | -31.9% | -40.7% |
| 3M | -26.2% | +29.0% | -55.2% | -31.5% |
| 6M | -35.8% | +2.7% | -38.5% | -36.6% |
| YTD | +70.0% | -18.7% | +88.7% | +72.8% |
| 1Y | +232.7% | -24.8% | +257.6% | +255.0% |
| All | +232.7% | -31.0% | +263.7% | +255.0% |
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 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