+131.7%
EMB vs LII
+1,286.5%
-1,154.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -0.3% | -12.6% | +12.3% | +0.9% |
| 3M | -0.4% | -24.4% | +24.0% | +1.7% |
| 6M | +0.1% | -28.7% | +28.8% | +2.6% |
| YTD | +1.6% | -19.1% | +20.7% | +2.9% |
| 1Y | +5.6% | -29.7% | +35.3% | +8.2% |
| 3Y | +29.8% | +4.8% | +25.1% | +27.2% |
| 5Y | +7.3% | +24.6% | -17.3% | +2.4% |
| 10Y | +30.4% | +169.2% | -138.8% | +17.2% |
| All | +131.7% | +1,286.5% | -1,154.8% | +88.6% |
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