+1,055.7%
EFX vs LII
+3,124.4%
-2,068.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.7% |
| 7D | -8.6% | -0.7% | -7.9% | -8.5% |
| 30D | +0.1% | -12.6% | +12.7% | +4.2% |
| 3M | +3.8% | -24.4% | +28.3% | +11.5% |
| 6M | -13.5% | -28.7% | +15.2% | -6.0% |
| YTD | -17.7% | -19.1% | +1.5% | -14.2% |
| 1Y | -25.6% | -29.7% | +4.1% | -19.4% |
| 3Y | -12.1% | +4.8% | -16.9% | -16.3% |
| 5Y | -33.8% | +24.6% | -58.4% | -40.6% |
| 10Y | +45.1% | +169.2% | -124.1% | +3.9% |
| All | +1,055.7% | +3,124.4% | -2,068.7% | +321.0% |
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 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