+988.7%
LITE vs ETHA
-44.8%
+1,033.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.1% | -3.4% |
| 7D | +10.8% | -12.5% | +23.3% | +15.5% |
| 30D | -33.4% | -19.8% | -13.6% | -28.4% |
| 3M | -32.2% | +3.1% | -35.3% | -33.0% |
| 6M | -42.1% | -13.8% | -28.3% | -39.7% |
| YTD | +61.9% | -34.6% | +96.4% | +78.4% |
| 1Y | +163.0% | -38.7% | +201.7% | +194.8% |
| All | +988.7% | -44.8% | +1,033.5% | +1,042.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling