+862.9%
ED vs LII
+2,790.7%
-1,927.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.8% | +1.3% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +15.5% | -4.6% | +20.1% | +16.0% |
| 3M | +13.0% | -21.7% | +34.7% | +15.9% |
| 6M | +13.1% | -32.8% | +45.9% | +17.4% |
| YTD | +25.3% | -27.5% | +52.8% | +28.5% |
| 1Y | +30.5% | -28.0% | +58.5% | +33.9% |
| 3Y | +49.3% | -7.2% | +56.5% | +46.5% |
| 5Y | +84.6% | +22.6% | +62.0% | +73.3% |
| 10Y | +135.4% | +171.5% | -36.1% | +100.1% |
| All | +862.9% | +2,790.7% | -1,927.7% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling