+248.9%
A vs LII
+163.1%
+85.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | -4.4% | +0.5% | -4.9% | -4.6% |
| 30D | -2.7% | -11.2% | +8.6% | +1.8% |
| 3M | +7.0% | -28.8% | +35.8% | +20.2% |
| 6M | +24.6% | -26.9% | +51.5% | +37.1% |
| YTD | +7.0% | -22.2% | +29.2% | +14.1% |
| 1Y | +15.6% | -32.0% | +47.5% | +29.9% |
| 3Y | +29.9% | -0.4% | +30.4% | +20.6% |
| 5Y | -15.4% | +22.4% | -37.8% | -30.7% |
| 10Y | +248.9% | +171.4% | +77.4% | +110.3% |
| All | +248.9% | +163.1% | +85.8% | +110.3% |
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