+61.7%
DD vs LII
+19.9%
+41.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.9% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +11.8% | -4.6% | +16.4% | +13.2% |
| 3M | +2.2% | -21.2% | +23.4% | +11.9% |
| 6M | -1.6% | -36.4% | +34.8% | +15.7% |
| YTD | +23.0% | -28.9% | +51.9% | +36.7% |
| 1Y | +26.9% | -29.5% | +56.5% | +41.4% |
| 3Y | +77.9% | -8.6% | +86.5% | +71.2% |
| All | +61.7% | +19.9% | +41.8% | +30.3% |
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