+366.9%
ETR vs LII
+170.7%
+196.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | +1.7% | -1.2% | +2.9% | +2.0% |
| 30D | +8.7% | -2.0% | +10.7% | +9.0% |
| 3M | +4.9% | -20.2% | +25.2% | +10.0% |
| 6M | +0.8% | -32.5% | +33.3% | +8.9% |
| YTD | +23.1% | -27.4% | +50.5% | +30.0% |
| 1Y | +17.9% | -28.2% | +46.0% | +24.7% |
| 3Y | +154.5% | -7.2% | +161.8% | +142.0% |
| 5Y | +160.3% | +19.9% | +140.4% | +124.1% |
| 10Y | +366.9% | +168.6% | +198.3% | +215.6% |
| All | +366.9% | +170.7% | +196.2% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling