+4,286.5%
ETN vs LII
+3,124.4%
+1,162.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.0% |
| 7D | +2.0% | -0.7% | +2.7% | +2.3% |
| 30D | -7.9% | -12.6% | +4.7% | -2.9% |
| 3M | -1.6% | -24.4% | +22.8% | +8.9% |
| 6M | +16.9% | -28.7% | +45.6% | +32.0% |
| YTD | +30.1% | -19.1% | +49.2% | +39.5% |
| 1Y | +19.3% | -29.7% | +49.0% | +34.5% |
| 3Y | +82.5% | +4.8% | +77.7% | +73.8% |
| 5Y | +166.8% | +24.6% | +142.3% | +134.1% |
| 10Y | +649.7% | +169.2% | +480.5% | +390.2% |
| All | +4,286.5% | +3,124.4% | +1,162.1% | +1,236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling