+109.6%
EEM vs LII
+170.7%
-61.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.3% |
| 7D | -0.1% | -1.2% | +1.0% | +0.2% |
| 30D | -8.6% | -2.0% | -6.7% | -8.5% |
| 3M | -7.0% | -20.2% | +13.2% | -1.7% |
| 6M | -9.7% | -32.5% | +22.8% | -1.0% |
| YTD | +12.1% | -27.4% | +39.5% | +19.8% |
| 1Y | +14.1% | -28.2% | +42.2% | +22.1% |
| 3Y | +72.1% | -7.2% | +79.4% | +65.5% |
| 5Y | +34.1% | +19.9% | +14.2% | +16.2% |
| 10Y | +109.6% | +168.6% | -59.0% | +40.7% |
| All | +109.6% | +170.7% | -61.1% | +40.7% |
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