+127.1%
ETR vs LII
+25.3%
+101.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.7% |
| 7D | +1.4% | -0.7% | +2.2% | +1.5% |
| 30D | +1.0% | -12.6% | +13.6% | +3.3% |
| 3M | -1.3% | -24.4% | +23.2% | +3.1% |
| 6M | +1.9% | -28.7% | +30.6% | +7.1% |
| YTD | +18.2% | -19.1% | +37.3% | +21.4% |
| 1Y | +24.7% | -29.7% | +54.4% | +30.9% |
| 3Y | +150.7% | +4.8% | +145.9% | +134.1% |
| All | +127.1% | +25.3% | +101.8% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling