+416.1%
ETSY vs LII
+170.6%
+245.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -12.7% | -3.5% | -9.2% | -11.1% |
| 30D | -9.9% | -13.5% | +3.6% | -2.9% |
| 3M | +4.2% | -26.0% | +30.2% | +19.2% |
| 6M | +34.2% | -26.8% | +61.0% | +52.4% |
| YTD | +29.1% | -22.9% | +52.0% | +41.0% |
| 1Y | +23.8% | -32.6% | +56.4% | +44.8% |
| 3Y | +6.6% | -1.3% | +7.9% | -8.6% |
| 5Y | -67.0% | +23.1% | -90.1% | -76.7% |
| All | +416.1% | +170.6% | +245.5% | +145.5% |
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