+7.4%
EMB vs LII
+18.7%
-11.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +0.5% | -0.6% | +1.1% | +0.5% |
| 3M | -2.5% | -17.0% | +14.5% | -0.4% |
| 6M | -2.0% | -31.1% | +29.1% | +1.9% |
| YTD | -0.9% | -27.7% | +26.8% | +1.9% |
| 1Y | -0.3% | -26.2% | +25.8% | +2.1% |
| 3Y | +29.2% | -9.6% | +38.8% | +24.5% |
| 5Y | +7.4% | +15.7% | -8.2% | -7.0% |
| All | +7.4% | +18.7% | -11.2% | -7.0% |
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 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