+35.3%
EMB vs LII
+166.2%
-130.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +0.9% | -2.4% | +3.3% | +1.1% |
| 3M | -2.1% | -17.5% | +15.4% | +0.1% |
| 6M | -2.2% | -32.8% | +30.6% | +2.2% |
| YTD | -0.6% | -27.7% | +27.1% | +2.4% |
| 1Y | +0.2% | -28.1% | +28.3% | +3.3% |
| 3Y | +29.5% | -9.7% | +39.2% | +26.7% |
| 5Y | +8.0% | +19.5% | -11.5% | -1.0% |
| 10Y | +35.3% | +170.6% | -135.3% | +13.0% |
| All | +35.3% | +166.2% | -130.9% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling