-50.4%
COMP vs LII
+18.9%
-69.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.1% |
| 7D | +7.2% | +0.4% | +6.8% | +7.0% |
| 30D | +6.4% | -2.4% | +8.8% | +8.4% |
| 3M | -19.4% | -17.5% | -1.9% | -6.5% |
| 6M | +14.6% | -32.8% | +47.4% | +50.9% |
| YTD | -5.5% | -27.7% | +22.2% | +14.5% |
| 1Y | +13.7% | -28.1% | +41.7% | +37.6% |
| 3Y | +409.7% | -9.7% | +419.4% | +340.3% |
| 5Y | -17.0% | +19.5% | -36.5% | -56.9% |
| All | -50.4% | +18.9% | -69.3% | -72.6% |
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 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