+395.7%
EFA vs LII
+5,563.0%
-5,167.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +0.9% | -12.6% | +13.5% | +5.3% |
| 3M | +4.9% | -24.4% | +29.3% | +13.3% |
| 6M | +8.6% | -28.7% | +37.3% | +19.0% |
| YTD | +14.6% | -19.1% | +33.8% | +20.0% |
| 1Y | +22.6% | -29.7% | +52.3% | +33.9% |
| 3Y | +66.5% | +4.8% | +61.7% | +53.7% |
| 5Y | +54.5% | +24.6% | +30.0% | +30.8% |
| 10Y | +144.8% | +169.2% | -24.4% | +50.8% |
| All | +395.7% | +5,563.0% | -5,167.2% | +10.5% |
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