-32.8%
EFX vs LII
+25.3%
-58.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.9% |
| 7D | -8.6% | -0.7% | -7.9% | -8.4% |
| 30D | +0.1% | -12.6% | +12.7% | +6.2% |
| 3M | +3.8% | -24.4% | +28.3% | +14.9% |
| 6M | -13.5% | -28.7% | +15.2% | -2.5% |
| YTD | -17.7% | -19.1% | +1.5% | -13.9% |
| 1Y | -25.6% | -29.7% | +4.1% | -16.6% |
| 3Y | -12.1% | +4.8% | -16.9% | -26.0% |
| All | -32.8% | +25.3% | -58.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling