+190.6%
EME vs LII
-8.7%
+199.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.9% |
| 7D | -10.5% | -0.6% | -9.8% | -10.4% |
| 30D | -22.4% | -4.6% | -17.8% | -21.8% |
| 3M | -24.7% | -21.2% | -3.5% | -18.0% |
| 6M | -35.5% | -36.4% | +1.0% | -24.1% |
| YTD | -0.3% | -28.9% | +28.6% | +9.9% |
| 1Y | -6.7% | -29.5% | +22.8% | +3.2% |
| 3Y | +190.6% | -8.6% | +199.2% | +174.9% |
| All | +190.6% | -8.7% | +199.4% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling