+1,285.2%
ALL vs LII
+3,124.4%
-1,839.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | 0.0% | -0.7% | +0.8% | +0.2% |
| 30D | -1.5% | -12.6% | +11.1% | +2.2% |
| 3M | +23.6% | -24.4% | +48.1% | +31.7% |
| 6M | +22.3% | -28.7% | +51.0% | +31.5% |
| YTD | +26.5% | -19.1% | +45.7% | +30.6% |
| 1Y | +27.0% | -29.7% | +56.7% | +35.8% |
| 3Y | +149.6% | +4.8% | +144.8% | +129.6% |
| 5Y | +118.1% | +24.6% | +93.5% | +86.0% |
| 10Y | +369.0% | +169.2% | +199.8% | +209.5% |
| All | +1,285.2% | +3,124.4% | -1,839.1% | +350.0% |
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