+113.6%
C vs LII
+17.0%
+96.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | +4.2% | +2.9% | +1.2% | +3.2% |
| 30D | +2.0% | +0.9% | +1.1% | +1.3% |
| 3M | -10.1% | -15.5% | +5.4% | -5.6% |
| 6M | +1.0% | -30.2% | +31.2% | +11.3% |
| YTD | +8.5% | -26.8% | +35.3% | +16.2% |
| 1Y | +25.7% | -25.3% | +51.0% | +33.5% |
| 3Y | +216.0% | -7.8% | +223.7% | +202.2% |
| All | +113.6% | +17.0% | +96.6% | +68.6% |
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