+1,137.5%
EFX vs LII
+2,734.1%
-1,596.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.6% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | +33.1% | -4.6% | +37.7% | +34.8% |
| 3M | +8.2% | -21.2% | +29.4% | +16.1% |
| 6M | +10.2% | -36.4% | +46.6% | +24.4% |
| YTD | -11.8% | -28.9% | +17.1% | -4.6% |
| 1Y | -6.1% | -29.5% | +23.4% | +1.8% |
| 3Y | +7.5% | -8.6% | +16.1% | +6.6% |
| 5Y | -30.7% | +20.2% | -50.9% | -37.0% |
| 10Y | +68.7% | +166.2% | -97.5% | +21.7% |
| All | +1,137.5% | +2,734.1% | -1,596.6% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling