+12,874.3%
EME vs LII
+2,806.7%
+10,067.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.0% |
| 7D | +4.3% | -2.3% | +6.6% | +5.4% |
| 30D | -14.4% | -1.7% | -12.7% | -14.5% |
| 3M | -18.3% | -18.3% | -0.1% | -11.9% |
| 6M | -28.3% | -32.3% | +4.0% | -17.4% |
| YTD | +9.2% | -27.1% | +36.3% | +20.7% |
| 1Y | +4.3% | -27.2% | +31.5% | +15.1% |
| 3Y | +218.6% | -8.9% | +227.6% | +213.3% |
| 5Y | +421.0% | +19.7% | +401.4% | +346.5% |
| 10Y | +928.3% | +168.9% | +759.4% | +522.5% |
| All | +12,874.3% | +2,806.7% | +10,067.6% | +3,430.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling