+839.0%
D vs LII
+3,124.4%
-2,285.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | -2.6% | -12.6% | +10.0% | -0.6% |
| 3M | 0.0% | -24.4% | +24.4% | +3.8% |
| 6M | +7.4% | -28.7% | +36.1% | +12.0% |
| YTD | +15.9% | -19.1% | +35.0% | +18.4% |
| 1Y | +18.1% | -29.7% | +47.8% | +23.1% |
| 3Y | +58.4% | +4.8% | +53.6% | +52.9% |
| 5Y | +5.2% | +24.6% | -19.4% | -2.5% |
| 10Y | +35.9% | +169.2% | -133.3% | +10.8% |
| All | +839.0% | +3,124.4% | -2,285.4% | +455.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling