+134.3%
ED vs LII
+170.7%
-36.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -0.1% | -1.2% | +1.1% | +0.1% |
| 30D | +11.6% | -2.0% | +13.5% | +11.8% |
| 3M | +10.5% | -20.2% | +30.8% | +13.6% |
| 6M | +13.2% | -32.5% | +45.8% | +18.2% |
| YTD | +22.1% | -27.4% | +49.5% | +25.6% |
| 1Y | +24.2% | -28.2% | +52.3% | +27.8% |
| 3Y | +46.9% | -7.2% | +54.1% | +40.1% |
| 5Y | +80.8% | +19.9% | +60.9% | +60.4% |
| 10Y | +134.3% | +168.6% | -34.4% | +76.3% |
| All | +134.3% | +170.7% | -36.5% | +76.3% |
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 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