+70.3%
ED vs LII
+25.3%
+45.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -0.1% | -12.6% | +12.5% | +0.9% |
| 3M | +3.9% | -24.4% | +28.4% | +5.8% |
| 6M | -3.0% | -28.7% | +25.7% | -0.9% |
| YTD | +10.7% | -19.1% | +29.8% | +11.7% |
| 1Y | +13.3% | -29.7% | +43.0% | +15.8% |
| 3Y | +34.5% | +4.8% | +29.7% | +26.3% |
| All | +70.3% | +25.3% | +45.0% | +51.3% |
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