+62.7%
EMR vs LII
+25.3%
+37.4%
-29.6%
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 | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | -5.6% | -12.6% | +7.0% | 0.0% |
| 3M | +7.9% | -24.4% | +32.4% | +20.1% |
| 6M | +6.0% | -28.7% | +34.7% | +20.6% |
| YTD | +16.4% | -19.1% | +35.6% | +25.1% |
| 1Y | +16.6% | -29.7% | +46.3% | +32.4% |
| 3Y | +62.9% | +4.8% | +58.1% | +53.3% |
| All | +62.7% | +25.3% | +37.4% | +40.4% |
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