+12.5%
A vs LII
+19.9%
-7.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.4% |
| 7D | -0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +3.4% | -4.6% | +7.9% | +4.4% |
| 3M | +23.8% | -21.2% | +45.0% | +34.1% |
| 6M | +49.0% | -36.4% | +85.4% | +72.1% |
| YTD | +29.4% | -28.9% | +58.3% | +40.7% |
| 1Y | +19.4% | -29.5% | +48.9% | +30.1% |
| 3Y | +66.2% | -8.6% | +74.8% | +55.1% |
| All | +12.5% | +19.9% | -7.4% | -13.8% |
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