+374.8%
ALL vs LII
+162.0%
+212.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | +13.8% | -4.6% | +18.4% | +14.9% |
| 3M | -7.0% | -21.2% | +14.2% | -1.6% |
| 6M | +18.0% | -36.4% | +54.5% | +30.0% |
| YTD | +24.2% | -28.9% | +53.1% | +31.2% |
| 1Y | +31.2% | -29.5% | +60.7% | +38.7% |
| 3Y | +107.5% | -8.6% | +116.1% | +91.5% |
| 5Y | +144.8% | +20.2% | +124.6% | +98.2% |
| All | +374.8% | +162.0% | +212.8% | +200.1% |
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