+222.7%
B vs LII
+172.8%
+49.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -2.7% | -2.3% | -0.4% | -2.3% |
| 30D | -4.3% | -1.7% | -2.7% | -4.2% |
| 3M | -2.3% | -18.3% | +16.0% | +0.7% |
| 6M | -16.2% | -32.3% | +16.1% | -11.4% |
| YTD | -8.8% | -27.1% | +18.3% | -4.8% |
| 1Y | +11.4% | -27.2% | +38.5% | +16.2% |
| 3Y | +174.3% | -8.9% | +183.2% | +174.8% |
| 5Y | +116.2% | +19.7% | +96.5% | +105.1% |
| 10Y | +222.7% | +168.9% | +53.9% | +174.8% |
| All | +222.7% | +172.8% | +49.9% | +174.8% |
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