+313.1%
A vs LII
+162.0%
+151.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.5% |
| 7D | -0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +3.4% | -4.6% | +7.9% | +4.5% |
| 3M | +23.8% | -21.2% | +45.0% | +34.5% |
| 6M | +49.0% | -36.4% | +85.4% | +72.9% |
| YTD | +29.4% | -28.9% | +58.3% | +41.6% |
| 1Y | +19.4% | -29.5% | +48.9% | +30.9% |
| 3Y | +66.2% | -8.6% | +74.8% | +58.6% |
| 5Y | +15.8% | +20.2% | -4.4% | -5.3% |
| All | +313.1% | +162.0% | +151.2% | +156.2% |
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