+81.9%
ED vs LII
+19.4%
+62.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +2.1% | +0.4% | +1.7% | +2.1% |
| 30D | +12.4% | -2.4% | +14.8% | +12.6% |
| 3M | +13.1% | -17.5% | +30.6% | +14.7% |
| 6M | +14.1% | -32.8% | +46.9% | +17.0% |
| YTD | +23.1% | -27.7% | +50.7% | +25.1% |
| 1Y | +25.4% | -28.1% | +53.5% | +27.5% |
| 3Y | +47.9% | -9.7% | +57.5% | +41.0% |
| 5Y | +81.9% | +19.5% | +62.4% | +58.4% |
| All | +81.9% | +19.4% | +62.5% | +58.4% |
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