+122.4%
ETN vs LII
+19.4%
+103.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -9.3% | +0.4% | -9.7% | -9.6% |
| 30D | -17.3% | -2.4% | -14.9% | -17.3% |
| 3M | -20.1% | -17.5% | -2.7% | -13.4% |
| 6M | -11.3% | -32.8% | +21.5% | +5.1% |
| YTD | +12.5% | -27.7% | +40.2% | +27.3% |
| 1Y | -5.6% | -28.1% | +22.5% | +7.0% |
| 3Y | +65.6% | -9.7% | +75.3% | +59.8% |
| 5Y | +122.4% | +19.5% | +102.9% | +79.4% |
| All | +122.4% | +19.4% | +103.1% | +79.4% |
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