+207.0%
ET vs LII
+162.0%
+45.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.9% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -5.9% | -4.6% | -1.3% | -5.3% |
| 3M | -5.2% | -21.2% | +16.0% | +0.1% |
| 6M | +0.3% | -36.4% | +36.7% | +10.6% |
| YTD | +23.1% | -28.9% | +52.0% | +30.0% |
| 1Y | +22.7% | -29.5% | +52.3% | +29.7% |
| 3Y | +75.4% | -8.6% | +83.9% | +62.6% |
| 5Y | +202.6% | +20.2% | +182.4% | +144.6% |
| All | +207.0% | +162.0% | +45.0% | +87.6% |
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