+293.4%
C vs LII
+168.6%
+124.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | +3.6% | -0.7% | +4.4% | +3.9% |
| 30D | +0.1% | -12.6% | +12.7% | +5.9% |
| 3M | +2.4% | -24.4% | +26.9% | +13.5% |
| 6M | +24.9% | -28.7% | +53.6% | +41.1% |
| YTD | +19.8% | -19.1% | +38.9% | +26.6% |
| 1Y | +44.9% | -29.7% | +74.6% | +62.2% |
| 3Y | +263.0% | +4.8% | +258.2% | +218.8% |
| 5Y | +129.5% | +24.6% | +105.0% | +78.7% |
| All | +293.4% | +168.6% | +124.8% | +111.0% |
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