+3,745.1%
ETN vs LII
+2,784.8%
+960.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.1% |
| 7D | +10.1% | -0.2% | +10.3% | +10.2% |
| 30D | -15.9% | -0.6% | -15.3% | -16.5% |
| 3M | -21.7% | -17.0% | -4.7% | -16.6% |
| 6M | -10.1% | -31.1% | +21.0% | +2.2% |
| YTD | +14.0% | -27.7% | +41.7% | +26.5% |
| 1Y | -1.7% | -26.2% | +24.5% | +8.2% |
| 3Y | +67.9% | -9.6% | +77.5% | +67.8% |
| 5Y | +125.5% | +15.7% | +109.9% | +102.0% |
| 10Y | +553.3% | +166.9% | +386.4% | +326.8% |
| All | +3,745.1% | +2,784.8% | +960.3% | +1,112.6% |
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