-20.0%
LVS vs ETHA
-42.6%
+22.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.3% |
| 7D | -3.5% | +3.5% | -6.9% | -3.7% |
| 30D | -6.2% | +35.3% | -41.5% | -8.4% |
| 3M | -14.8% | +50.9% | -65.7% | -17.5% |
| 6M | -20.9% | +22.1% | -43.0% | -22.2% |
| YTD | -33.0% | -14.6% | -18.5% | -32.4% |
| 1Y | -20.0% | -42.8% | +22.8% | -15.6% |
| All | -20.0% | -42.6% | +22.6% | -15.6% |
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