+12.2%
LVS vs ETHA
-29.6%
+41.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +0.3% | +2.7% | -2.4% | 0.0% |
| 30D | -3.9% | +29.4% | -33.3% | -6.9% |
| 3M | -12.9% | +47.2% | -60.0% | -17.0% |
| 6M | -16.9% | +25.4% | -42.3% | -19.6% |
| YTD | -31.2% | -16.5% | -14.7% | -30.5% |
| 1Y | -16.4% | -42.3% | +25.9% | -12.0% |
| All | +12.2% | -29.6% | +41.8% | +5.6% |
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 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