+12.2%
LMT vs ETHA
-30.2%
+42.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | -10.8% | +30.9% | -41.7% | -10.8% |
| 3M | +1.6% | +51.1% | -49.5% | +1.5% |
| 6M | -17.6% | +20.5% | -38.1% | -17.5% |
| YTD | +11.6% | -17.3% | +28.8% | +11.9% |
| 1Y | +17.2% | -43.2% | +60.5% | +17.7% |
| All | +12.2% | -30.2% | +42.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling