+146.3%
EFA vs LII
+172.8%
-26.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.0% | -2.3% | +1.3% | -0.3% |
| 30D | +1.6% | -1.7% | +3.2% | +1.7% |
| 3M | -3.2% | -18.3% | +15.1% | +2.0% |
| 6M | +2.5% | -32.3% | +34.8% | +12.5% |
| YTD | +10.7% | -27.1% | +37.8% | +18.0% |
| 1Y | +12.8% | -27.2% | +40.0% | +20.1% |
| 3Y | +66.4% | -8.9% | +75.3% | +59.9% |
| 5Y | +51.4% | +19.7% | +31.7% | +29.3% |
| 10Y | +146.3% | +168.9% | -22.6% | +64.2% |
| All | +146.3% | +172.8% | -26.5% | +64.2% |
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