+555.0%
LITE vs ETHA
-43.0%
+598.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.3% |
| 3M | +9.3% | +47.2% | -37.9% | -3.4% |
| 6M | +75.2% | +25.4% | +49.8% | +61.9% |
| YTD | +165.5% | -16.5% | +182.0% | +171.0% |
| 1Y | +555.0% | -42.3% | +597.3% | +675.0% |
| All | +555.0% | -43.0% | +598.0% | +675.0% |
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