+30.9%
ET vs LII
-28.2%
+59.1%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | +0.9% | -0.7% | +1.6% | +0.9% |
| 30D | +7.5% | -12.6% | +20.1% | +7.0% |
| 3M | +11.4% | -24.4% | +35.9% | +10.7% |
| 6M | +18.5% | -28.7% | +47.2% | +18.3% |
| YTD | +37.4% | -19.1% | +56.5% | +37.5% |
| 1Y | +30.9% | -29.7% | +60.6% | +30.0% |
| All | +30.9% | -28.2% | +59.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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