+1,430.9%
ADP vs LII
+3,124.4%
-1,693.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.4% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +2.8% | -12.6% | +15.4% | +6.0% |
| 3M | +20.9% | -24.4% | +45.4% | +27.5% |
| 6M | +29.9% | -28.7% | +58.6% | +37.8% |
| YTD | +9.6% | -19.1% | +28.8% | +12.3% |
| 1Y | -5.3% | -29.7% | +24.4% | +0.2% |
| 3Y | +16.5% | +4.8% | +11.7% | +8.8% |
| 5Y | +49.4% | +24.6% | +24.8% | +31.6% |
| 10Y | +282.2% | +169.2% | +113.0% | +178.7% |
| All | +1,430.9% | +3,124.4% | -1,693.5% | +561.6% |
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