+208.6%
B vs LII
+166.2%
+42.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.0% |
| 7D | +7.1% | +0.4% | +6.7% | +7.1% |
| 30D | -3.3% | -2.4% | -0.9% | -3.1% |
| 3M | -2.5% | -17.5% | +15.0% | +0.3% |
| 6M | -7.2% | -32.8% | +25.6% | -1.8% |
| YTD | -7.4% | -27.7% | +20.3% | -3.2% |
| 1Y | +16.4% | -28.1% | +44.5% | +21.7% |
| 3Y | +178.7% | -9.7% | +188.4% | +179.6% |
| 5Y | +121.7% | +19.5% | +102.2% | +110.6% |
| 10Y | +208.6% | +170.6% | +38.0% | +172.0% |
| All | +208.6% | +166.2% | +42.4% | +172.0% |
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