+188.2%
B vs LII
+168.6%
+19.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +9.4% | -12.6% | +22.0% | +11.8% |
| 3M | +5.0% | -24.4% | +29.4% | +9.2% |
| 6M | -3.5% | -28.7% | +25.2% | +1.0% |
| YTD | +4.5% | -19.1% | +23.6% | +7.4% |
| 1Y | +67.8% | -29.7% | +97.5% | +75.5% |
| 3Y | +196.7% | +4.8% | +191.9% | +191.2% |
| 5Y | +151.9% | +24.6% | +127.4% | +137.4% |
| All | +188.2% | +168.6% | +19.6% | +158.0% |
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