+14,567.6%
EME vs LII
+3,124.4%
+11,443.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -10.7% | -24.4% | +13.7% | -0.8% |
| 6M | +1.9% | -28.7% | +30.6% | +15.5% |
| YTD | +23.5% | -19.1% | +42.6% | +31.8% |
| 1Y | +18.0% | -29.7% | +47.7% | +32.9% |
| 3Y | +236.1% | +4.8% | +231.3% | +214.0% |
| 5Y | +527.9% | +24.6% | +503.3% | +433.8% |
| 10Y | +1,252.8% | +169.2% | +1,083.6% | +723.5% |
| All | +14,567.6% | +3,124.4% | +11,443.2% | +3,754.1% |
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