+34.5%
D vs LII
+168.6%
-134.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +0.4% | -0.7% | +1.2% | +0.6% |
| 30D | -3.6% | -12.6% | +9.0% | -0.9% |
| 3M | -1.0% | -24.4% | +23.4% | +3.8% |
| 6M | +6.3% | -28.7% | +35.0% | +12.4% |
| YTD | +14.7% | -19.1% | +33.9% | +17.8% |
| 1Y | +16.9% | -29.7% | +46.6% | +23.4% |
| 3Y | +56.8% | +4.8% | +52.0% | +46.5% |
| 5Y | +5.2% | +24.6% | -19.4% | -7.9% |
| All | +34.5% | +168.6% | -134.1% | -0.9% |
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