+49.5%
EQT vs LII
+170.6%
-121.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.2% | -3.5% | +2.3% | -0.4% |
| 30D | +1.1% | -13.5% | +14.6% | +4.3% |
| 3M | +4.8% | -26.0% | +30.8% | +10.6% |
| 6M | -10.6% | -26.8% | +16.2% | -6.1% |
| YTD | +3.4% | -22.9% | +26.3% | +6.7% |
| 1Y | +8.7% | -32.6% | +41.3% | +16.0% |
| 3Y | +35.0% | -1.3% | +36.2% | +24.6% |
| 5Y | +204.2% | +23.1% | +181.2% | +158.0% |
| All | +49.5% | +170.6% | -121.1% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling