-29.9%
COMP vs LII
+25.3%
-55.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | -0.4% |
| 7D | +1.4% | -0.7% | +2.1% | +2.0% |
| 30D | -13.3% | -12.6% | -0.7% | -3.2% |
| 3M | +41.1% | -24.4% | +65.6% | +71.7% |
| 6M | +17.2% | -28.7% | +45.9% | +49.3% |
| YTD | +5.2% | -19.1% | +24.3% | +17.3% |
| 1Y | +18.9% | -29.7% | +48.6% | +48.3% |
| 3Y | +215.9% | +4.8% | +211.1% | +125.6% |
| All | -29.9% | +25.3% | -55.2% | -69.7% |
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 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