+14.2%
LMT vs ETHA
-42.6%
+56.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -1.1% |
| 7D | -0.2% | +3.5% | -3.7% | -0.2% |
| 30D | -13.1% | +35.3% | -48.4% | -13.1% |
| 3M | -3.9% | +50.9% | -54.7% | -4.4% |
| 6M | -18.3% | +22.1% | -40.4% | -18.3% |
| YTD | +10.3% | -14.6% | +24.9% | +12.3% |
| 1Y | +14.2% | -42.8% | +57.0% | +18.4% |
| All | +14.2% | -42.6% | +56.8% | +18.4% |
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