+35.4%
DD vs LII
-26.0%
+61.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.8% |
| 7D | +8.7% | +7.9% | +0.8% | +6.1% |
| 30D | +15.3% | -0.6% | +15.9% | +15.0% |
| 3M | +5.9% | -19.3% | +25.3% | +13.0% |
| 6M | +11.6% | -29.8% | +41.4% | +21.7% |
| YTD | +26.5% | -25.4% | +51.9% | +32.8% |
| 1Y | +35.4% | -26.2% | +61.6% | +42.8% |
| All | +35.4% | -26.0% | +61.4% | +42.8% |
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 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