+309.3%
EAT vs LII
+166.1%
+143.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | -2.3% | -0.6% | -1.8% | -3.3% |
| 3M | -19.6% | -17.0% | -2.6% | -12.3% |
| 6M | +46.0% | -31.1% | +77.2% | +70.6% |
| YTD | +37.7% | -27.7% | +65.3% | +54.3% |
| 1Y | +73.8% | -26.2% | +99.9% | +91.7% |
| 3Y | +482.1% | -9.6% | +491.7% | +407.0% |
| 5Y | +362.5% | +15.7% | +346.8% | +220.2% |
| All | +309.3% | +166.1% | +143.2% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling