+135.2%
B vs LII
+22.0%
+113.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +1.1% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | -0.9% | -4.6% | +3.7% | -0.3% |
| 3M | -1.4% | -21.7% | +20.3% | +3.1% |
| 6M | +5.0% | -32.8% | +37.8% | +12.3% |
| YTD | -5.8% | -27.5% | +21.7% | -0.8% |
| 1Y | +25.6% | -28.0% | +53.6% | +32.3% |
| 3Y | +161.6% | -7.2% | +168.8% | +160.2% |
| 5Y | +135.2% | +22.6% | +112.6% | +118.7% |
| All | +135.2% | +22.0% | +113.2% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling