+377.9%
EAT vs LII
+162.0%
+215.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.8% |
| 7D | -2.6% | -0.6% | -2.0% | -2.2% |
| 30D | +11.5% | -4.6% | +16.1% | +12.8% |
| 3M | -9.1% | -21.2% | +12.1% | +1.9% |
| 6M | +40.4% | -36.4% | +76.9% | +72.2% |
| YTD | +43.9% | -28.9% | +72.9% | +62.8% |
| 1Y | +101.9% | -29.5% | +131.5% | +128.8% |
| 3Y | +489.9% | -8.6% | +498.4% | +407.4% |
| 5Y | +362.6% | +20.2% | +342.4% | +209.1% |
| All | +377.9% | +162.0% | +215.9% | +127.0% |
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 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