+17.8%
ADP vs LII
+5.3%
+12.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.2% |
| 7D | -3.4% | -0.7% | -2.7% | -3.4% |
| 30D | +2.8% | -12.6% | +15.4% | +3.7% |
| 3M | +20.9% | -24.4% | +45.4% | +22.5% |
| 6M | +29.9% | -28.7% | +58.6% | +32.4% |
| YTD | +9.6% | -19.1% | +28.8% | +9.2% |
| 1Y | -5.3% | -29.7% | +24.4% | -3.7% |
| All | +17.8% | +5.3% | +12.5% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling