+54.8%
EFA vs LII
+25.8%
+29.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.2% |
| 7D | +1.2% | +2.1% | -0.9% | +0.6% |
| 30D | -0.7% | -12.4% | +11.7% | +2.6% |
| 3M | +6.4% | -24.8% | +31.2% | +13.0% |
| 6M | +11.4% | -25.2% | +36.5% | +17.9% |
| YTD | +14.0% | -20.3% | +34.2% | +18.3% |
| 1Y | +20.2% | -32.9% | +53.2% | +30.4% |
| 3Y | +68.2% | +2.0% | +66.2% | +56.3% |
| 5Y | +54.8% | +24.4% | +30.4% | +28.9% |
| All | +54.8% | +25.8% | +29.0% | +28.9% |
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 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