+17.9%
LMT vs ETHA
-44.4%
+62.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.4% |
| 7D | -6.3% | +0.8% | -7.1% | -6.3% |
| 30D | -8.5% | +27.9% | -36.4% | -8.6% |
| 3M | +1.8% | +38.3% | -36.5% | +1.4% |
| 6M | -19.9% | +14.0% | -33.9% | -19.8% |
| YTD | +10.6% | -17.4% | +28.0% | +12.6% |
| 1Y | +17.9% | -42.7% | +60.6% | +23.2% |
| All | +17.9% | -44.4% | +62.3% | +23.2% |
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 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