+152.5%
ADBE vs LII
+167.7%
-15.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | -10.1% | +2.1% | -12.2% | -10.7% |
| 30D | -3.0% | -12.4% | +9.4% | +1.3% |
| 3M | +5.0% | -24.8% | +29.8% | +13.0% |
| 6M | -9.3% | -25.2% | +15.9% | -3.5% |
| YTD | -26.5% | -20.3% | -6.2% | -24.4% |
| 1Y | -28.3% | -32.9% | +4.7% | -21.1% |
| 3Y | -54.1% | +2.0% | -56.1% | -60.0% |
| 5Y | -61.2% | +24.4% | -85.7% | -70.3% |
| 10Y | +152.5% | +167.2% | -14.7% | +43.7% |
| All | +152.5% | +167.7% | -15.2% | +43.7% |
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