+314.7%
A vs LII
+169.1%
+145.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -0.5% | +2.9% | -3.4% | -1.5% |
| 30D | 0.0% | +0.9% | -0.9% | -1.0% |
| 3M | +16.7% | -15.5% | +32.2% | +23.5% |
| 6M | +54.8% | -30.2% | +85.0% | +73.2% |
| YTD | +28.8% | -26.8% | +55.6% | +39.5% |
| 1Y | +19.3% | -25.3% | +44.6% | +27.9% |
| 3Y | +65.5% | -7.8% | +73.3% | +57.6% |
| 5Y | +12.1% | +17.0% | -4.9% | -7.3% |
| All | +314.7% | +169.1% | +145.6% | +145.7% |
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