-31.4%
EFX vs LII
-32.7%
+1.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.9% |
| 7D | -7.8% | +2.1% | -9.9% | -8.1% |
| 30D | -5.7% | -12.4% | +6.7% | -3.9% |
| 3M | +2.5% | -24.8% | +27.3% | +5.5% |
| 6M | -16.7% | -25.2% | +8.5% | -14.5% |
| YTD | -20.2% | -20.3% | +0.1% | -19.3% |
| 1Y | -31.4% | -32.9% | +1.6% | -30.1% |
| All | -31.4% | -32.7% | +1.4% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling