+6.1%
EMB vs LII
+19.9%
-13.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +1.3% | -4.6% | +5.9% | +1.7% |
| 3M | -2.7% | -21.2% | +18.5% | 0.0% |
| 6M | -2.8% | -36.4% | +33.6% | +2.1% |
| YTD | -1.1% | -28.9% | +27.8% | +1.9% |
| 1Y | 0.0% | -29.5% | +29.5% | +3.1% |
| 3Y | +28.8% | -8.6% | +37.4% | +23.7% |
| All | +6.1% | +19.9% | -13.8% | -8.3% |
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