+18.5%
ETR vs LII
-27.8%
+46.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +0.1% | -2.3% | +2.4% | +0.5% |
| 30D | +7.7% | -1.7% | +9.4% | +7.8% |
| 3M | +5.7% | -18.3% | +24.0% | +9.0% |
| 6M | -0.3% | -32.3% | +32.1% | +5.7% |
| YTD | +23.4% | -27.1% | +50.5% | +28.5% |
| 1Y | +18.5% | -27.2% | +45.7% | +23.2% |
| All | +18.5% | -27.8% | +46.2% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling