+877.5%
EME vs LII
+169.1%
+708.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | +8.4% | +2.9% | +5.4% | +6.9% |
| 30D | -11.5% | +0.9% | -12.4% | -12.9% |
| 3M | -20.6% | -15.5% | -5.1% | -14.6% |
| 6M | -28.5% | -30.2% | +1.7% | -16.9% |
| YTD | +8.0% | -26.8% | +34.8% | +20.6% |
| 1Y | +6.8% | -25.3% | +32.0% | +17.6% |
| 3Y | +213.9% | -7.8% | +221.7% | +195.7% |
| 5Y | +414.8% | +17.0% | +397.8% | +313.9% |
| All | +877.5% | +169.1% | +708.4% | +381.4% |
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