+15.9%
ETN vs LII
-31.9%
+47.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.6% |
| 7D | +6.2% | +0.5% | +5.8% | +6.0% |
| 30D | -6.7% | -11.2% | +4.5% | -2.0% |
| 3M | +3.6% | -28.8% | +32.4% | +18.1% |
| 6M | +18.3% | -26.9% | +45.2% | +32.3% |
| YTD | +31.5% | -22.2% | +53.7% | +44.5% |
| All | +15.9% | -31.9% | +47.8% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling