+227.5%
B vs LII
+2,790.7%
-2,563.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +0.9% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | -0.9% | -4.6% | +3.7% | -0.5% |
| 3M | -1.4% | -21.7% | +20.3% | +1.3% |
| 6M | +5.0% | -32.8% | +37.8% | +9.4% |
| YTD | -5.8% | -27.5% | +21.7% | -2.8% |
| 1Y | +25.6% | -28.0% | +53.6% | +29.7% |
| 3Y | +161.6% | -7.2% | +168.8% | +160.9% |
| 5Y | +135.2% | +22.6% | +112.6% | +125.7% |
| 10Y | +170.7% | +171.5% | -0.8% | +137.1% |
| All | +227.5% | +2,790.7% | -2,563.2% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling