+186.7%
B vs LII
+162.0%
+24.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +9.6% | -0.6% | +10.2% | +9.7% |
| 30D | +3.5% | -4.6% | +8.1% | +4.1% |
| 3M | -1.6% | -21.2% | +19.6% | +2.1% |
| 6M | -1.7% | -36.4% | +34.8% | +5.0% |
| YTD | -5.3% | -28.9% | +23.6% | -0.8% |
| 1Y | +27.2% | -29.5% | +56.7% | +33.4% |
| 3Y | +166.1% | -8.6% | +174.7% | +166.5% |
| 5Y | +136.5% | +20.2% | +116.3% | +124.5% |
| All | +186.7% | +162.0% | +24.7% | +143.6% |
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