+91.0%
EEM vs LII
+6.0%
+85.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.6% |
| 7D | +2.3% | -0.7% | +3.1% | +2.5% |
| 30D | +4.5% | -12.6% | +17.1% | +7.6% |
| 3M | -0.1% | -24.4% | +24.4% | +5.4% |
| 6M | +16.9% | -28.7% | +45.6% | +24.2% |
| YTD | +26.2% | -19.1% | +45.4% | +30.6% |
| 1Y | +40.5% | -29.7% | +70.2% | +49.1% |
| All | +91.0% | +6.0% | +85.1% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling