+207.0%
C vs LII
+169.1%
+37.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.5% |
| 7D | +4.2% | +2.9% | +1.2% | +2.9% |
| 30D | +2.0% | +0.9% | +1.1% | +1.0% |
| 3M | -10.1% | -15.5% | +5.4% | -4.0% |
| 6M | +1.0% | -30.2% | +31.2% | +15.0% |
| YTD | +8.5% | -26.8% | +35.3% | +18.9% |
| 1Y | +25.7% | -25.3% | +51.0% | +36.3% |
| 3Y | +216.0% | -7.8% | +223.7% | +193.1% |
| 5Y | +112.3% | +17.0% | +95.3% | +67.7% |
| All | +207.0% | +169.1% | +37.9% | +60.2% |
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 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