-43.0%
LITE vs ETHA
-6.7%
-36.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.1% |
| 7D | -35.9% | -0.2% | -35.8% | -35.4% |
| 30D | -51.5% | -13.4% | -38.2% | -48.0% |
| 3M | -35.7% | +16.5% | -52.2% | -38.8% |
| 6M | -43.0% | -5.3% | -37.6% | -29.6% |
| All | -43.0% | -6.7% | -36.2% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling