+31.8%
A vs LII
+2.8%
+29.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.2% |
| 7D | -2.1% | +2.1% | -4.2% | -2.7% |
| 30D | +0.6% | -12.4% | +13.0% | +4.8% |
| 3M | +10.9% | -24.8% | +35.7% | +19.6% |
| 6M | +28.2% | -25.2% | +53.3% | +37.5% |
| YTD | +8.6% | -20.3% | +28.8% | +12.9% |
| 1Y | +15.5% | -32.9% | +48.5% | +28.5% |
| 3Y | +31.8% | +2.0% | +29.8% | +21.9% |
| All | +31.8% | +2.8% | +29.0% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling