+748.4%
ASX vs LII
+162.0%
+586.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.4% | +7.3% |
| 7D | -19.9% | -0.6% | -19.3% | -19.6% |
| 30D | -30.9% | -4.6% | -26.3% | -30.1% |
| 3M | -15.1% | -21.2% | +6.1% | -6.7% |
| 6M | -6.5% | -36.4% | +30.0% | +12.4% |
| YTD | +98.4% | -28.9% | +127.4% | +124.8% |
| 1Y | +107.9% | -29.5% | +137.4% | +136.1% |
| 3Y | +325.3% | -8.6% | +333.8% | +323.4% |
| 5Y | +447.3% | +20.2% | +427.1% | +370.1% |
| All | +748.4% | +162.0% | +586.4% | +466.7% |
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 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