+29.8%
EEM vs LII
+19.9%
+9.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.6% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -11.9% | -4.6% | -7.3% | -11.3% |
| 3M | -8.8% | -21.2% | +12.5% | -4.0% |
| 6M | -11.6% | -36.4% | +24.8% | -3.0% |
| YTD | +9.0% | -28.9% | +37.9% | +16.0% |
| 1Y | +10.6% | -29.5% | +40.1% | +17.8% |
| 3Y | +64.4% | -8.6% | +72.9% | +59.7% |
| All | +29.8% | +19.9% | +9.9% | +12.4% |
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