+854.3%
EEM vs LII
+3,656.1%
-2,801.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.4% |
| 7D | +2.3% | -0.7% | +3.1% | +2.6% |
| 30D | +4.5% | -12.6% | +17.1% | +10.2% |
| 3M | -0.1% | -24.4% | +24.4% | +10.2% |
| 6M | +16.9% | -28.7% | +45.6% | +31.4% |
| YTD | +26.2% | -19.1% | +45.4% | +34.0% |
| 1Y | +40.5% | -29.7% | +70.2% | +56.8% |
| 3Y | +86.2% | +4.8% | +81.4% | +67.1% |
| 5Y | +45.5% | +24.6% | +20.9% | +16.2% |
| 10Y | +128.6% | +169.2% | -40.6% | +18.2% |
| All | +854.3% | +3,656.1% | -2,801.8% | +55.9% |
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