+24.5%
ADP vs LII
-28.0%
+52.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +11.6% | -0.6% | +12.2% | +11.8% |
| 3M | +15.1% | -17.0% | +32.0% | +13.6% |
| 6M | +46.0% | -31.1% | +77.2% | +41.7% |
| YTD | +22.4% | -27.7% | +50.0% | +16.2% |
| 1Y | +24.5% | -26.2% | +50.6% | +16.8% |
| All | +24.5% | -28.0% | +52.5% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling