+60.7%
LNG vs ETHA
-27.9%
+88.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | +0.1% |
| 7D | -4.7% | +3.5% | -8.1% | -4.7% |
| 30D | +3.8% | +35.3% | -31.5% | +3.2% |
| 3M | +16.2% | +50.9% | -34.7% | +15.0% |
| 6M | +11.7% | +22.1% | -10.4% | +10.9% |
| YTD | +44.2% | -14.6% | +58.8% | +45.2% |
| 1Y | +18.6% | -42.8% | +61.4% | +21.5% |
| All | +60.7% | -27.9% | +88.7% | +61.0% |
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