-12.0%
A vs LII
+25.3%
-37.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | +6.9% | -12.6% | +19.5% | +12.3% |
| 3M | +9.2% | -24.4% | +33.7% | +19.3% |
| 6M | +25.7% | -28.7% | +54.4% | +39.6% |
| YTD | +11.5% | -19.1% | +30.7% | +16.6% |
| 1Y | +18.4% | -29.7% | +48.1% | +31.0% |
| 3Y | +26.6% | +4.8% | +21.8% | +12.9% |
| All | -12.0% | +25.3% | -37.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling