+7.5%
EFX vs LII
-8.7%
+16.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.5% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | +33.1% | -4.6% | +37.7% | +35.0% |
| 3M | +8.2% | -21.2% | +29.4% | +16.9% |
| 6M | +10.2% | -36.4% | +46.6% | +25.7% |
| YTD | -11.8% | -28.9% | +17.1% | -5.3% |
| 1Y | -6.1% | -29.5% | +23.4% | +1.2% |
| 3Y | +7.5% | -8.6% | +16.1% | -2.0% |
| All | +7.5% | -8.7% | +16.2% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling