+373.3%
ETR vs LII
+166.1%
+207.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +6.6% | -0.6% | +7.2% | +6.5% |
| 3M | +4.4% | -17.0% | +21.4% | +8.5% |
| 6M | -0.3% | -31.1% | +30.9% | +7.3% |
| YTD | +23.3% | -27.7% | +51.0% | +30.3% |
| 1Y | +18.9% | -26.2% | +45.0% | +24.9% |
| 3Y | +155.5% | -9.6% | +165.1% | +144.7% |
| 5Y | +159.9% | +15.7% | +144.3% | +126.2% |
| All | +373.3% | +166.1% | +207.2% | +223.9% |
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