+166.5%
ET vs LII
+170.7%
-4.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -4.4% | -1.2% | -3.3% | -4.2% |
| 30D | -4.8% | -2.0% | -2.8% | -4.7% |
| 3M | -3.4% | -20.2% | +16.8% | +1.8% |
| 6M | +2.2% | -32.5% | +34.7% | +11.0% |
| YTD | +24.2% | -27.4% | +51.6% | +30.5% |
| 1Y | +24.5% | -28.2% | +52.7% | +31.0% |
| 3Y | +83.6% | -7.2% | +90.8% | +69.7% |
| 5Y | +203.4% | +19.9% | +183.5% | +146.3% |
| 10Y | +166.5% | +168.6% | -2.1% | +51.7% |
| All | +166.5% | +170.7% | -4.2% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling