+81.1%
ETN vs LII
-1.0%
+82.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.5% |
| 7D | +6.2% | +0.5% | +5.8% | +6.0% |
| 30D | -6.7% | -11.2% | +4.5% | -1.3% |
| 3M | +3.6% | -28.8% | +32.4% | +20.2% |
| 6M | +18.3% | -26.9% | +45.2% | +34.8% |
| YTD | +31.5% | -22.2% | +53.7% | +44.8% |
| 1Y | +20.6% | -32.0% | +52.5% | +41.1% |
| All | +81.1% | -1.0% | +82.1% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling