+47.3%
ADP vs LII
+23.0%
+24.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | +11.5% | -2.0% | +13.5% | +11.8% |
| 3M | +12.0% | -20.2% | +32.3% | +16.9% |
| 6M | +43.8% | -32.5% | +76.3% | +53.1% |
| YTD | +20.1% | -27.4% | +47.4% | +23.8% |
| 1Y | +22.3% | -28.2% | +50.5% | +26.4% |
| 3Y | +43.3% | -7.2% | +50.5% | +27.5% |
| 5Y | +47.3% | +19.9% | +27.4% | +13.9% |
| All | +47.3% | +23.0% | +24.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling