+1,323.4%
ALL vs LII
+2,790.7%
-1,467.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.1% |
| 7D | +4.2% | +0.2% | +4.0% | +4.2% |
| 30D | +18.9% | -4.6% | +23.5% | +20.2% |
| 3M | +1.2% | -21.7% | +22.9% | +7.9% |
| 6M | +23.2% | -32.8% | +56.0% | +34.9% |
| YTD | +30.0% | -27.5% | +57.5% | +37.9% |
| 1Y | +39.6% | -28.0% | +67.6% | +48.1% |
| 3Y | +115.2% | -7.2% | +122.5% | +104.7% |
| 5Y | +156.2% | +22.6% | +133.6% | +118.4% |
| 10Y | +398.0% | +171.5% | +226.4% | +226.5% |
| All | +1,323.4% | +2,790.7% | -1,467.3% | +375.1% |
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 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