+319.9%
ADP vs LII
+169.1%
+150.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.3% |
| 7D | +2.2% | +2.9% | -0.8% | +1.3% |
| 30D | +10.6% | +0.9% | +9.7% | +10.0% |
| 3M | +12.9% | -15.5% | +28.4% | +18.4% |
| 6M | +50.6% | -30.2% | +80.8% | +63.8% |
| YTD | +23.2% | -26.8% | +50.0% | +29.6% |
| 1Y | +25.3% | -25.3% | +50.5% | +30.6% |
| 3Y | +47.1% | -7.8% | +54.9% | +32.4% |
| 5Y | +50.1% | +17.0% | +33.1% | +17.3% |
| All | +319.9% | +169.1% | +150.8% | +135.8% |
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 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