-54.2%
COMP vs LII
+19.2%
-73.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.3% | -5.9% |
| 7D | -1.8% | +0.2% | -2.0% | -1.6% |
| 30D | -0.8% | -4.6% | +3.9% | +3.0% |
| 3M | -28.1% | -21.7% | -6.5% | -13.1% |
| 6M | +27.0% | -32.8% | +59.8% | +68.4% |
| YTD | -12.8% | -27.5% | +14.7% | +5.6% |
| 1Y | +4.9% | -28.0% | +32.9% | +27.0% |
| 3Y | +321.0% | -7.2% | +328.2% | +254.3% |
| 5Y | -25.6% | +22.6% | -48.2% | -61.3% |
| All | -54.2% | +19.2% | -73.4% | -74.7% |
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