+200.5%
B vs LII
+170.7%
+29.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.9% |
| 7D | +11.3% | -1.2% | +12.5% | +11.6% |
| 30D | +2.9% | -2.0% | +4.9% | +3.1% |
| 3M | -2.9% | -20.2% | +17.4% | +0.6% |
| 6M | -1.2% | -32.5% | +31.3% | +4.5% |
| YTD | -1.3% | -27.4% | +26.0% | +3.1% |
| 1Y | +30.4% | -28.2% | +58.6% | +36.4% |
| 3Y | +195.3% | -7.2% | +202.5% | +195.0% |
| 5Y | +146.2% | +19.9% | +126.3% | +133.6% |
| 10Y | +200.5% | +168.6% | +31.8% | +151.0% |
| All | +200.5% | +170.7% | +29.7% | +151.0% |
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 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