+30.0%
LLY vs ETHA
-30.1%
+60.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -3.1% | +2.9% | -6.0% | -3.2% |
| 30D | -8.6% | +31.4% | -40.0% | -9.7% |
| 3M | -1.6% | +48.9% | -50.5% | -3.4% |
| 6M | +11.8% | +20.9% | -9.0% | +10.8% |
| YTD | +5.1% | -17.2% | +22.3% | +5.2% |
| 1Y | +50.7% | -42.8% | +93.5% | +52.9% |
| All | +30.0% | -30.1% | +60.1% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling