+132.3%
EEM vs LII
+163.1%
-30.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | +5.1% | -11.2% | +16.3% | +8.4% |
| 3M | +4.6% | -28.8% | +33.4% | +13.6% |
| 6M | +17.8% | -26.9% | +44.7% | +26.6% |
| YTD | +25.8% | -22.2% | +48.0% | +32.6% |
| 1Y | +36.4% | -32.0% | +68.4% | +48.5% |
| 3Y | +90.0% | -0.4% | +90.4% | +79.6% |
| 5Y | +46.6% | +22.4% | +24.1% | +27.1% |
| 10Y | +132.3% | +171.4% | -39.2% | +55.5% |
| All | +132.3% | +163.1% | -30.8% | +55.5% |
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