+4.8%
EFX vs LII
-8.2%
+12.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -0.8% | +2.9% | -3.7% | -1.8% |
| 30D | +25.1% | +0.9% | +24.2% | +24.5% |
| 3M | +1.7% | -15.5% | +17.2% | +7.3% |
| 6M | +18.4% | -30.2% | +48.6% | +30.3% |
| YTD | -12.5% | -26.8% | +14.3% | -7.0% |
| 1Y | -8.1% | -25.3% | +17.2% | -3.3% |
| 3Y | +4.8% | -7.8% | +12.5% | -4.9% |
| All | +4.8% | -8.2% | +12.9% | -4.9% |
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