+216.1%
LRCX vs ETHA
-27.9%
+244.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | -0.8% |
| 7D | -3.1% | +3.5% | -6.5% | -3.9% |
| 30D | -8.6% | +35.3% | -43.9% | -16.0% |
| 3M | -17.7% | +50.9% | -68.5% | -26.9% |
| 6M | +36.4% | +22.1% | +14.2% | +28.1% |
| YTD | +74.5% | -14.6% | +89.1% | +76.5% |
| 1Y | +159.4% | -42.8% | +202.2% | +185.6% |
| All | +216.1% | -27.9% | +244.1% | +198.2% |
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