+65.0%
LLY vs ETHA
-42.9%
+107.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | +4.6% | -10.3% | +14.9% | +5.0% |
| 30D | +22.4% | -19.7% | +42.0% | +23.3% |
| 3M | +17.1% | +7.2% | +9.9% | +16.5% |
| 6M | +44.6% | -11.9% | +56.6% | +44.9% |
| YTD | +33.5% | -32.3% | +65.8% | +34.4% |
| 1Y | +41.1% | -41.1% | +82.3% | +42.8% |
| All | +65.0% | -42.9% | +107.9% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling