+138.0%
B vs LII
+19.9%
+118.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +9.6% | -0.6% | +10.2% | +9.8% |
| 30D | +3.5% | -4.6% | +8.1% | +4.2% |
| 3M | -1.6% | -21.2% | +19.6% | +2.8% |
| 6M | -1.7% | -36.4% | +34.8% | +6.2% |
| YTD | -5.3% | -28.9% | +23.6% | +0.1% |
| 1Y | +27.2% | -29.5% | +56.7% | +34.6% |
| 3Y | +166.1% | -8.6% | +174.7% | +165.4% |
| All | +138.0% | +19.9% | +118.0% | +122.2% |
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