-13.5%
EFX vs LII
-29.6%
+16.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.5% |
| 7D | -8.6% | -0.7% | -7.9% | -8.6% |
| 30D | +0.1% | -12.6% | +12.7% | +1.7% |
| 3M | +3.8% | -24.4% | +28.3% | +5.8% |
| 6M | -13.5% | -28.7% | +15.2% | -11.2% |
| All | -13.5% | -29.6% | +16.1% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling