+117.2%
ALL vs LII
-6.9%
+124.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.7% |
| 7D | +4.2% | +0.2% | +4.0% | +4.2% |
| 30D | +18.9% | -4.6% | +23.5% | +19.2% |
| 3M | +1.2% | -21.7% | +22.9% | +2.8% |
| 6M | +23.2% | -32.8% | +56.0% | +25.8% |
| YTD | +30.0% | -27.5% | +57.5% | +31.2% |
| 1Y | +39.6% | -28.0% | +67.6% | +40.9% |
| All | +117.2% | -6.9% | +124.2% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling