+15.2%
D vs LII
+19.9%
-4.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | +11.5% | -4.6% | +16.1% | +12.2% |
| 3M | +3.7% | -21.2% | +25.0% | +7.5% |
| 6M | +13.5% | -36.4% | +50.0% | +20.9% |
| YTD | +20.7% | -28.9% | +49.7% | +25.6% |
| 1Y | +18.2% | -29.5% | +47.8% | +23.0% |
| 3Y | +73.3% | -8.6% | +81.9% | +66.8% |
| All | +15.2% | +19.9% | -4.7% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling