+55.5%
AR vs LII
+172.8%
-117.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +2.1% | -2.3% | +4.4% | +2.7% |
| 30D | +4.5% | -1.7% | +6.2% | +4.5% |
| 3M | +1.0% | -18.3% | +19.3% | +5.9% |
| 6M | +4.4% | -32.3% | +36.8% | +12.9% |
| YTD | +10.9% | -27.1% | +38.0% | +15.4% |
| 1Y | +8.6% | -27.2% | +35.7% | +12.9% |
| 3Y | +48.5% | -8.9% | +57.4% | +37.0% |
| 5Y | +95.7% | +19.7% | +76.1% | +59.9% |
| 10Y | +55.5% | +168.9% | -113.4% | +1.0% |
| All | +55.5% | +172.8% | -117.4% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling