+40.2%
EFX vs LII
+167.7%
-127.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.5% |
| 7D | -7.8% | +2.1% | -9.9% | -8.7% |
| 30D | -5.7% | -12.4% | +6.7% | -0.3% |
| 3M | +2.5% | -24.8% | +27.3% | +13.3% |
| 6M | -16.7% | -25.2% | +8.5% | -8.6% |
| YTD | -20.2% | -20.3% | +0.1% | -15.7% |
| 1Y | -31.4% | -32.9% | +1.6% | -21.8% |
| 3Y | -10.5% | +2.0% | -12.5% | -18.8% |
| 5Y | -35.2% | +24.4% | -59.7% | -48.4% |
| 10Y | +40.2% | +167.2% | -127.1% | -14.1% |
| All | +40.2% | +167.7% | -127.6% | -14.1% |
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