+985.8%
ASX vs LII
+169.1%
+816.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.5% |
| 7D | +12.4% | +2.9% | +9.5% | +11.1% |
| 30D | -19.8% | +0.9% | -20.7% | -20.8% |
| 3M | -10.3% | -15.5% | +5.2% | -4.3% |
| 6M | +1.2% | -30.2% | +31.4% | +16.8% |
| YTD | +123.0% | -26.8% | +149.9% | +149.8% |
| 1Y | +145.4% | -25.3% | +170.7% | +171.9% |
| 3Y | +368.6% | -7.8% | +376.4% | +364.8% |
| 5Y | +486.0% | +17.0% | +469.1% | +408.5% |
| All | +985.8% | +169.1% | +816.7% | +597.2% |
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 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