+162.4%
ALL vs LII
+17.0%
+145.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.2% |
| 7D | +5.0% | +2.9% | +2.1% | +4.6% |
| 30D | +13.3% | +0.9% | +12.4% | +13.0% |
| 3M | +3.2% | -15.5% | +18.7% | +5.7% |
| 6M | +25.3% | -30.2% | +55.6% | +30.8% |
| YTD | +30.5% | -26.8% | +57.3% | +34.0% |
| 1Y | +29.2% | -25.3% | +54.5% | +32.0% |
| 3Y | +119.1% | -7.8% | +126.9% | +103.9% |
| All | +162.4% | +17.0% | +145.4% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling