-24.2%
AR vs LII
+536.6%
-560.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +2.5% | -0.7% | +3.2% | +2.7% |
| 30D | +14.8% | -12.6% | +27.4% | +19.0% |
| 3M | +6.2% | -24.4% | +30.7% | +12.7% |
| 6M | +4.3% | -28.7% | +33.0% | +11.5% |
| YTD | +14.4% | -19.1% | +33.5% | +16.7% |
| 1Y | +21.3% | -29.7% | +51.0% | +29.2% |
| 3Y | +39.8% | +4.8% | +35.0% | +24.0% |
| 5Y | +142.1% | +24.6% | +117.5% | +97.5% |
| 10Y | +52.0% | +169.2% | -117.2% | -11.7% |
| All | -24.2% | +536.6% | -560.8% | -65.4% |
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