-44.1%
ETHA vs LII
-35.5%
-8.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.8% |
| 7D | -12.5% | +2.9% | -15.5% | -13.5% |
| 30D | -19.8% | +0.9% | -20.7% | -20.5% |
| 3M | +3.1% | -15.5% | +18.6% | +9.3% |
| 6M | -13.8% | -30.2% | +16.4% | -3.6% |
| YTD | -34.6% | -26.8% | -7.7% | -30.3% |
| 1Y | -38.7% | -25.3% | -13.4% | -35.6% |
| All | -44.1% | -35.5% | -8.6% | -38.8% |
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 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