+75.9%
D vs LII
-6.9%
+82.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | +0.2% |
| 7D | +6.9% | +0.2% | +6.7% | +6.9% |
| 30D | +12.3% | -4.6% | +16.9% | +12.9% |
| 3M | +3.0% | -21.7% | +24.7% | +6.0% |
| 6M | +12.8% | -32.8% | +45.6% | +17.5% |
| YTD | +22.6% | -27.5% | +50.1% | +26.0% |
| 1Y | +21.7% | -28.0% | +49.6% | +25.1% |
| All | +75.9% | -6.9% | +82.9% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling