+82.9%
ED vs LII
+19.9%
+63.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.2% |
| 7D | +1.6% | -0.6% | +2.3% | +1.7% |
| 30D | +13.3% | -4.6% | +17.9% | +13.7% |
| 3M | +9.7% | -21.2% | +30.9% | +11.6% |
| 6M | +12.8% | -36.4% | +49.2% | +16.2% |
| YTD | +22.3% | -28.9% | +51.2% | +24.5% |
| 1Y | +26.3% | -29.5% | +55.8% | +28.6% |
| 3Y | +45.0% | -8.6% | +53.6% | +37.8% |
| All | +82.9% | +19.9% | +63.0% | +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