+653.5%
ETSY vs LII
+166.2%
+487.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -3.7% | +0.4% | -4.2% | -3.9% |
| 30D | +12.8% | -2.4% | +15.1% | +13.4% |
| 3M | +7.6% | -17.5% | +25.1% | +17.9% |
| 6M | +34.4% | -32.8% | +67.2% | +60.3% |
| YTD | +56.0% | -27.7% | +83.7% | +74.8% |
| 1Y | +43.6% | -28.1% | +71.7% | +61.0% |
| 3Y | +36.8% | -9.7% | +46.4% | +22.9% |
| 5Y | -65.2% | +19.5% | -84.7% | -75.2% |
| 10Y | +653.5% | +170.6% | +482.9% | +258.7% |
| All | +653.5% | +166.2% | +487.3% | +258.7% |
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