+69.1%
EFX vs LII
+170.7%
-101.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.6% |
| 7D | -2.2% | -1.2% | -1.0% | -1.7% |
| 30D | +29.2% | -2.0% | +31.1% | +29.9% |
| 3M | +3.5% | -20.2% | +23.7% | +13.5% |
| 6M | +7.8% | -32.5% | +40.3% | +24.2% |
| YTD | -12.4% | -27.4% | +15.0% | -4.0% |
| 1Y | -8.2% | -28.2% | +19.9% | +1.0% |
| 3Y | +4.7% | -7.2% | +11.9% | -1.1% |
| 5Y | -32.0% | +19.9% | -52.0% | -45.1% |
| 10Y | +69.1% | +168.6% | -99.6% | +1.4% |
| All | +69.1% | +170.7% | -101.7% | +1.4% |
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