+546.1%
EME vs LII
+25.3%
+520.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.2% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | -8.3% | -12.6% | +4.3% | -2.6% |
| 3M | -10.7% | -24.4% | +13.7% | -0.3% |
| 6M | +1.9% | -28.7% | +30.6% | +16.3% |
| YTD | +23.5% | -19.1% | +42.6% | +31.6% |
| 1Y | +18.0% | -29.7% | +47.7% | +33.9% |
| 3Y | +236.1% | +4.8% | +231.3% | +202.9% |
| All | +546.1% | +25.3% | +520.8% | +446.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling