+88.2%
EMR vs LII
+18.7%
+69.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +2.1% | -0.6% | +2.7% | +1.8% |
| 3M | +2.3% | -17.0% | +19.2% | +10.0% |
| 6M | +22.5% | -31.1% | +53.6% | +40.6% |
| YTD | +27.2% | -27.7% | +54.9% | +42.4% |
| 1Y | +28.0% | -26.2% | +54.2% | +42.0% |
| 3Y | +103.4% | -9.6% | +113.1% | +103.3% |
| 5Y | +88.2% | +15.7% | +72.5% | +66.5% |
| All | +88.2% | +18.7% | +69.5% | +66.5% |
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