+373.6%
COMP vs LII
-4.2%
+377.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +5.6% |
| 7D | +9.5% | +7.9% | +1.6% | +4.8% |
| 30D | +8.1% | -0.6% | +8.7% | +8.5% |
| 3M | -16.3% | -19.3% | +3.0% | -5.2% |
| 6M | +42.2% | -29.8% | +72.1% | +71.5% |
| YTD | -5.0% | -25.4% | +20.4% | +8.1% |
| 1Y | +20.1% | -26.2% | +46.3% | +37.1% |
| All | +373.6% | -4.2% | +377.8% | +269.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling