+954.4%
EMR vs LII
+3,124.4%
-2,170.0%
-56.1%
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% | +1.3% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -5.6% | -12.6% | +7.0% | -0.8% |
| 3M | +7.9% | -24.4% | +32.4% | +18.5% |
| 6M | +6.0% | -28.7% | +34.7% | +18.7% |
| YTD | +16.4% | -19.1% | +35.6% | +24.3% |
| 1Y | +16.6% | -29.7% | +46.3% | +30.6% |
| 3Y | +62.9% | +4.8% | +58.1% | +55.1% |
| 5Y | +60.1% | +24.6% | +35.5% | +40.2% |
| 10Y | +268.7% | +169.2% | +99.5% | +144.1% |
| All | +954.4% | +3,124.4% | -2,170.0% | +205.1% |
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