+1,055.9%
EMR vs LII
+2,783.5%
-1,727.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +3.5% | -2.4% | +5.9% | +4.0% |
| 3M | +5.9% | -17.5% | +23.4% | +13.2% |
| 6M | +19.4% | -32.8% | +52.3% | +36.2% |
| YTD | +27.7% | -27.7% | +55.4% | +41.4% |
| 1Y | +30.9% | -28.1% | +59.0% | +45.2% |
| 3Y | +104.2% | -9.7% | +113.9% | +104.9% |
| 5Y | +89.6% | +19.5% | +70.1% | +68.0% |
| 10Y | +280.0% | +170.6% | +109.4% | +151.2% |
| All | +1,055.9% | +2,783.5% | -1,727.6% | +246.9% |
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