+363.8%
ALL vs LII
+170.7%
+193.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -3.9% | -1.2% | -2.7% | -3.6% |
| 30D | +10.6% | -2.0% | +12.6% | +10.9% |
| 3M | -4.6% | -20.2% | +15.7% | +0.6% |
| 6M | +20.2% | -32.5% | +52.7% | +30.3% |
| YTD | +23.7% | -27.4% | +51.1% | +29.9% |
| 1Y | +27.9% | -28.2% | +56.0% | +34.5% |
| 3Y | +109.2% | -7.2% | +116.4% | +92.5% |
| 5Y | +148.0% | +19.9% | +128.1% | +101.7% |
| 10Y | +363.8% | +168.6% | +195.1% | +191.7% |
| All | +363.8% | +170.7% | +193.0% | +191.7% |
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