+14.7%
D vs LII
-28.0%
+42.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | +8.4% | -0.6% | +8.9% | +8.4% |
| 3M | +0.2% | -17.0% | +17.2% | +1.9% |
| 6M | +9.5% | -31.1% | +40.6% | +12.3% |
| YTD | +18.8% | -27.7% | +46.5% | +21.1% |
| 1Y | +14.7% | -26.2% | +40.9% | +15.9% |
| All | +14.7% | -28.0% | +42.7% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling