+1,299.2%
ALL vs LII
+2,806.7%
-1,507.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.6% | -2.3% | -0.3% | -1.9% |
| 30D | +12.7% | -1.7% | +14.4% | +13.0% |
| 3M | +0.4% | -18.3% | +18.7% | +5.8% |
| 6M | +23.8% | -32.3% | +56.1% | +35.3% |
| YTD | +27.8% | -27.1% | +54.9% | +35.4% |
| 1Y | +28.9% | -27.2% | +56.1% | +36.3% |
| 3Y | +113.9% | -8.9% | +122.8% | +104.6% |
| 5Y | +157.4% | +19.7% | +137.7% | +121.1% |
| 10Y | +369.0% | +168.9% | +200.1% | +208.4% |
| All | +1,299.2% | +2,806.7% | -1,507.6% | +366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling