-31.8%
LVS vs ETHA
-31.0%
-0.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.7% | +0.8% | +6.1% |
| 7D | +13.4% | +2.1% | +11.3% | +13.2% |
| 30D | +12.2% | -10.7% | +22.9% | +12.9% |
| 3M | -10.7% | +29.0% | -39.7% | -12.5% |
| 6M | -19.8% | +2.7% | -22.5% | -20.2% |
| YTD | -35.8% | -18.7% | -17.1% | -35.0% |
| 1Y | -31.8% | -24.8% | -7.0% | -30.8% |
| All | -31.8% | -31.0% | -0.8% | -30.8% |
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 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