+151.1%
ETR vs LII
+17.0%
+134.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +1.2% | +2.9% | -1.8% | +0.6% |
| 30D | +7.0% | +0.9% | +6.1% | +6.7% |
| 3M | +4.6% | -15.5% | +20.1% | +7.5% |
| 6M | +0.1% | -30.2% | +30.3% | +5.8% |
| YTD | +23.2% | -26.8% | +50.0% | +28.5% |
| 1Y | +20.6% | -25.3% | +45.9% | +25.2% |
| 3Y | +156.3% | -7.8% | +164.0% | +144.7% |
| All | +151.1% | +17.0% | +134.1% | +117.8% |
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