+3,693.5%
ETN vs LII
+2,783.5%
+909.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 6M | -11.3% | -32.8% | +21.5% | +1.9% |
| YTD | +12.5% | -27.7% | +40.2% | +24.9% |
| 1Y | -5.6% | -28.1% | +22.5% | +4.9% |
| 3Y | +65.6% | -9.7% | +75.3% | +65.6% |
| 5Y | +122.4% | +19.5% | +102.9% | +96.7% |
| 10Y | +531.4% | +170.6% | +360.8% | +310.5% |
| All | +3,693.5% | +2,783.5% | +909.9% | +1,096.5% |
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