+1,583.5%
ADP vs LII
+2,734.1%
-1,150.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.8% |
| 7D | +3.2% | -0.6% | +3.8% | +3.4% |
| 30D | +14.9% | -4.6% | +19.5% | +16.0% |
| 3M | +11.6% | -21.2% | +32.8% | +17.7% |
| 6M | +48.5% | -36.4% | +84.9% | +62.5% |
| YTD | +20.6% | -28.9% | +49.5% | +27.1% |
| 1Y | +23.7% | -29.5% | +53.2% | +30.6% |
| 3Y | +47.8% | -8.6% | +56.4% | +42.5% |
| 5Y | +47.7% | +20.2% | +27.5% | +30.9% |
| 10Y | +324.0% | +166.2% | +157.7% | +210.4% |
| All | +1,583.5% | +2,734.1% | -1,150.7% | +648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling