+86.6%
EMR vs LII
-8.7%
+95.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | +2.0% | -4.6% | +6.6% | +3.4% |
| 3M | +3.8% | -21.2% | +25.0% | +14.5% |
| 6M | +10.5% | -36.4% | +47.0% | +32.2% |
| YTD | +23.7% | -28.9% | +52.6% | +39.6% |
| 1Y | +25.4% | -29.5% | +54.9% | +41.9% |
| 3Y | +86.6% | -8.6% | +95.1% | +91.2% |
| All | +86.6% | -8.7% | +95.3% | +91.2% |
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