+67.7%
A vs LII
-8.4%
+76.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +4.3% | -2.4% | +6.7% | +4.5% |
| 3M | +19.8% | -17.5% | +37.3% | +26.3% |
| 6M | +54.4% | -32.8% | +87.2% | +71.1% |
| YTD | +31.7% | -27.7% | +59.4% | +40.1% |
| 1Y | +22.4% | -28.1% | +50.5% | +30.4% |
| 3Y | +67.7% | -9.7% | +77.4% | +55.5% |
| All | +67.7% | -8.4% | +76.1% | +55.5% |
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