+316.8%
ADP vs LII
+162.0%
+154.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.6% |
| 7D | +3.2% | -0.6% | +3.8% | +3.4% |
| 30D | +14.9% | -4.6% | +19.5% | +16.3% |
| 3M | +11.6% | -21.2% | +32.8% | +19.5% |
| 6M | +48.5% | -36.4% | +84.9% | +66.5% |
| YTD | +20.6% | -28.9% | +49.5% | +28.0% |
| 1Y | +23.7% | -29.5% | +53.2% | +31.5% |
| 3Y | +47.8% | -8.6% | +56.4% | +33.0% |
| 5Y | +47.7% | +20.2% | +27.5% | +13.5% |
| All | +316.8% | +162.0% | +154.9% | +136.5% |
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 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