+24.6%
EME vs LII
-32.7%
+57.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.9% |
| 7D | +5.2% | +2.1% | +3.1% | +4.5% |
| 30D | -5.4% | -12.4% | +7.1% | -1.8% |
| 3M | -6.1% | -24.8% | +18.7% | +1.4% |
| 6M | +9.7% | -25.2% | +34.8% | +17.2% |
| YTD | +26.6% | -20.3% | +46.8% | +32.6% |
| 1Y | +24.6% | -32.9% | +57.6% | +39.7% |
| All | +24.6% | -32.7% | +57.4% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling