-30.1%
AR vs LII
+470.7%
-500.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.0% |
| 7D | -11.7% | +0.2% | -11.9% | -11.9% |
| 30D | +1.8% | -4.6% | +6.5% | +2.7% |
| 3M | +6.0% | -21.7% | +27.6% | +12.6% |
| 6M | -7.0% | -32.8% | +25.8% | +1.1% |
| YTD | +5.6% | -27.5% | +33.1% | +10.4% |
| 1Y | +10.8% | -28.0% | +38.8% | +16.0% |
| 3Y | +19.3% | -7.2% | +26.5% | +9.3% |
| 5Y | +73.3% | +22.6% | +50.7% | +39.5% |
| 10Y | +47.6% | +171.5% | -124.0% | -16.2% |
| All | -30.1% | +470.7% | -500.7% | -67.2% |
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