+1,685.6%
LITE vs ETHA
-29.6%
+1,715.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.1% | +10.0% | +10.7% |
| 7D | +12.6% | +2.7% | +9.9% | +11.6% |
| 30D | +9.9% | +29.4% | -19.4% | +1.0% |
| 3M | +9.3% | +47.2% | -37.9% | -4.0% |
| 6M | +75.2% | +25.4% | +49.8% | +61.0% |
| YTD | +165.5% | -16.5% | +182.0% | +170.1% |
| 1Y | +555.0% | -42.3% | +597.3% | +647.1% |
| All | +1,685.6% | -29.6% | +1,715.2% | +1,629.8% |
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