+46.2%
AR vs LII
-8.4%
+54.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.2% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | +4.8% | -2.4% | +7.2% | +4.9% |
| 3M | +1.5% | -17.5% | +19.0% | +2.9% |
| 6M | +4.7% | -32.8% | +37.5% | +7.2% |
| YTD | +9.2% | -27.7% | +36.9% | +9.4% |
| 1Y | +11.2% | -28.1% | +39.2% | +11.5% |
| 3Y | +46.2% | -9.7% | +55.9% | +30.7% |
| All | +46.2% | -8.4% | +54.6% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling