+1,306.4%
EME vs LII
+163.1%
+1,143.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.2% |
| 7D | +2.7% | +0.5% | +2.3% | +2.4% |
| 30D | -6.8% | -11.2% | +4.4% | -1.1% |
| 3M | -8.8% | -28.8% | +20.0% | +6.4% |
| 6M | +5.0% | -26.9% | +31.9% | +19.9% |
| YTD | +23.5% | -22.2% | +45.7% | +35.2% |
| 1Y | +21.3% | -32.0% | +53.3% | +41.9% |
| 3Y | +241.1% | -0.4% | +241.5% | +212.3% |
| 5Y | +549.2% | +22.4% | +526.7% | +416.8% |
| 10Y | +1,306.4% | +171.4% | +1,135.0% | +622.0% |
| All | +1,306.4% | +163.1% | +1,143.3% | +622.0% |
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