+366.2%
EFA vs LII
+4,877.6%
-4,511.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -1.2% | -4.6% | +3.4% | 0.0% |
| 3M | -5.1% | -21.2% | +16.1% | +2.1% |
| 6M | -1.2% | -36.4% | +35.2% | +12.4% |
| YTD | +7.8% | -28.9% | +36.7% | +17.2% |
| 1Y | +12.2% | -29.5% | +41.7% | +22.2% |
| 3Y | +61.5% | -8.6% | +70.1% | +55.6% |
| 5Y | +45.8% | +20.2% | +25.5% | +24.2% |
| 10Y | +141.8% | +166.2% | -24.4% | +48.5% |
| All | +366.2% | +4,877.6% | -4,511.4% | +8.0% |
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