+155.0%
ETSY vs LII
+294.0%
-138.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -7.3% |
| 7D | -8.5% | -0.7% | -7.7% | -8.2% |
| 30D | -10.9% | -12.6% | +1.7% | -4.3% |
| 3M | +14.1% | -24.4% | +38.5% | +29.1% |
| 6M | +37.5% | -28.7% | +66.2% | +58.8% |
| YTD | +38.0% | -19.1% | +57.2% | +47.0% |
| 1Y | +46.5% | -29.7% | +76.2% | +67.7% |
| 3Y | +2.5% | +4.8% | -2.3% | -14.7% |
| 5Y | -65.3% | +24.6% | -89.8% | -75.3% |
| 10Y | +451.6% | +169.2% | +282.4% | +152.8% |
| All | +155.0% | +294.0% | -138.9% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling