+120.0%
ADBE vs LII
+170.7%
-50.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.6% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -2.0% | -2.0% | -0.1% | -1.7% |
| 3M | -10.5% | -20.2% | +9.7% | -4.0% |
| 6M | -6.2% | -32.5% | +26.3% | +4.0% |
| YTD | -32.2% | -27.4% | -4.8% | -28.4% |
| 1Y | -27.4% | -28.2% | +0.7% | -23.1% |
| 3Y | -58.9% | -7.2% | -51.7% | -63.1% |
| 5Y | -64.5% | +19.9% | -84.4% | -72.6% |
| 10Y | +120.0% | +168.6% | -48.6% | +20.9% |
| All | +120.0% | +170.7% | -50.7% | +20.9% |
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 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