+370.0%
ALL vs LII
+166.1%
+203.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +12.8% | -0.6% | +13.4% | +12.7% |
| 3M | +4.7% | -17.0% | +21.7% | +9.3% |
| 6M | +24.9% | -31.1% | +56.1% | +34.6% |
| YTD | +30.0% | -27.7% | +57.7% | +36.7% |
| 1Y | +29.9% | -26.2% | +56.1% | +35.5% |
| 3Y | +117.5% | -9.6% | +127.2% | +102.0% |
| 5Y | +161.7% | +15.7% | +146.0% | +115.9% |
| All | +370.0% | +166.1% | +203.9% | +195.2% |
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