+368.4%
ALL vs LII
+166.2%
+202.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | +13.8% | -2.4% | +16.2% | +14.2% |
| 3M | -2.8% | -17.5% | +14.7% | +1.7% |
| 6M | +23.7% | -32.8% | +56.5% | +34.2% |
| YTD | +27.3% | -27.7% | +55.0% | +33.8% |
| 1Y | +30.5% | -28.1% | +58.6% | +37.3% |
| 3Y | +113.0% | -9.7% | +122.7% | +97.8% |
| 5Y | +157.6% | +19.5% | +138.1% | +109.6% |
| 10Y | +368.4% | +170.6% | +197.8% | +190.6% |
| All | +368.4% | +166.2% | +202.1% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling