+48.3%
D vs LII
+166.2%
-118.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +10.9% | -2.4% | +13.3% | +11.3% |
| 3M | +2.8% | -17.5% | +20.3% | +6.7% |
| 6M | +12.7% | -32.8% | +45.5% | +20.7% |
| YTD | +20.3% | -27.7% | +48.0% | +26.1% |
| 1Y | +17.1% | -28.1% | +45.2% | +22.7% |
| 3Y | +75.1% | -9.7% | +84.8% | +68.9% |
| 5Y | +13.1% | +19.5% | -6.4% | -0.6% |
| 10Y | +48.3% | +170.6% | -122.4% | +10.8% |
| All | +48.3% | +166.2% | -118.0% | +10.8% |
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