-28.7%
ETHA vs LII
-29.7%
+1.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.6% |
| 7D | +2.7% | +2.1% | +0.6% | +1.9% |
| 30D | +29.4% | -12.4% | +41.8% | +36.0% |
| 3M | +47.2% | -24.8% | +72.0% | +61.0% |
| 6M | +25.4% | -25.2% | +50.6% | +36.1% |
| YTD | -16.5% | -20.3% | +3.7% | -13.5% |
| 1Y | -42.3% | -32.9% | -9.4% | -34.0% |
| All | -28.7% | -29.7% | +1.1% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling