+724.1%
EEM vs LII
+3,201.5%
-2,477.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.0% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -11.9% | -4.6% | -7.3% | -10.9% |
| 3M | -8.8% | -21.2% | +12.5% | -0.4% |
| 6M | -11.6% | -36.4% | +24.8% | +3.7% |
| YTD | +9.0% | -28.9% | +37.9% | +21.0% |
| 1Y | +10.6% | -29.5% | +40.1% | +22.9% |
| 3Y | +64.4% | -8.6% | +72.9% | +55.4% |
| 5Y | +31.0% | +20.2% | +10.8% | +5.1% |
| 10Y | +105.6% | +166.2% | -60.6% | +5.0% |
| All | +724.1% | +3,201.5% | -2,477.4% | +40.8% |
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