+1,458.7%
ET vs LII
+1,557.8%
-99.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | +7.5% | -12.6% | +20.1% | +11.7% |
| 3M | +11.4% | -24.4% | +35.9% | +19.1% |
| 6M | +18.5% | -28.7% | +47.2% | +27.9% |
| YTD | +37.4% | -19.1% | +56.5% | +41.9% |
| 1Y | +30.9% | -29.7% | +60.6% | +40.5% |
| 3Y | +98.7% | +4.8% | +94.0% | +81.1% |
| 5Y | +230.7% | +24.6% | +206.2% | +175.7% |
| 10Y | +175.6% | +169.2% | +6.4% | +72.6% |
| All | +1,458.7% | +1,557.8% | -99.1% | +446.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling