+323.8%
A vs LII
+170.7%
+153.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.3% |
| 7D | +4.8% | -1.2% | +5.9% | +5.2% |
| 30D | +5.6% | -2.0% | +7.6% | +5.7% |
| 3M | +23.6% | -20.2% | +43.8% | +33.6% |
| 6M | +56.4% | -32.5% | +88.9% | +77.2% |
| YTD | +33.4% | -27.4% | +60.8% | +44.8% |
| 1Y | +23.7% | -28.2% | +51.9% | +34.7% |
| 3Y | +71.0% | -7.2% | +78.2% | +62.4% |
| 5Y | +16.8% | +19.9% | -3.1% | -4.3% |
| 10Y | +323.8% | +168.6% | +155.1% | +159.9% |
| All | +323.8% | +170.7% | +153.1% | +159.9% |
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