-17.9%
COMP vs LII
+19.9%
-37.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.0% | +12.7% | +12.4% |
| 7D | +13.4% | -0.6% | +14.1% | +14.2% |
| 30D | +11.1% | -4.6% | +15.7% | +15.4% |
| 3M | -18.8% | -21.2% | +2.4% | -1.4% |
| 6M | +10.5% | -36.4% | +46.9% | +55.2% |
| YTD | -3.4% | -28.9% | +25.5% | +19.5% |
| 1Y | +19.7% | -29.5% | +49.2% | +48.4% |
| 3Y | +381.6% | -8.6% | +390.2% | +281.8% |
| All | -17.9% | +19.9% | -37.8% | -61.2% |
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 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