+84.2%
ET vs LII
-8.2%
+92.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.5% | +2.9% | -0.4% | +2.3% |
| 30D | -2.5% | +0.9% | -3.4% | -2.7% |
| 3M | -4.9% | -15.5% | +10.7% | -3.5% |
| 6M | -0.1% | -30.2% | +30.1% | +2.6% |
| YTD | +26.2% | -26.8% | +53.1% | +28.0% |
| 1Y | +25.2% | -25.3% | +50.4% | +26.4% |
| 3Y | +84.2% | -7.8% | +91.9% | +80.8% |
| All | +84.2% | -8.2% | +92.3% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling