-29.2%
ETHA vs LII
-31.4%
+2.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.2% |
| 7D | +2.9% | +0.5% | +2.5% | +2.7% |
| 30D | +31.4% | -11.2% | +42.6% | +37.4% |
| 3M | +48.9% | -28.8% | +77.7% | +66.9% |
| 6M | +20.9% | -26.9% | +47.8% | +32.4% |
| YTD | -17.2% | -22.2% | +5.0% | -13.3% |
| 1Y | -42.8% | -32.0% | -10.8% | -35.3% |
| All | -29.2% | -31.4% | +2.2% | -23.9% |
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