+74.2%
AR vs LII
+19.9%
+54.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.5% |
| 7D | -14.3% | -0.6% | -13.6% | -14.2% |
| 30D | +1.4% | -4.6% | +6.0% | +1.9% |
| 3M | +3.4% | -21.2% | +24.6% | +6.9% |
| 6M | -2.1% | -36.4% | +34.4% | +3.8% |
| YTD | +4.7% | -28.9% | +33.6% | +7.2% |
| 1Y | +10.6% | -29.5% | +40.1% | +13.4% |
| 3Y | +24.6% | -8.6% | +33.2% | +15.5% |
| All | +74.2% | +19.9% | +54.3% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling