+233.4%
EQX vs LII
+88.7%
+144.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.2% | -4.8% |
| 7D | -7.0% | -3.5% | -3.5% | -6.2% |
| 30D | +4.8% | -13.5% | +18.4% | +8.9% |
| 3M | +25.6% | -26.0% | +51.6% | +34.6% |
| 6M | -25.8% | -26.8% | +1.0% | -20.3% |
| YTD | -12.7% | -22.9% | +10.1% | -7.6% |
| 1Y | +14.1% | -32.6% | +46.7% | +24.4% |
| 3Y | +165.7% | -1.3% | +167.0% | +153.2% |
| 5Y | +81.2% | +23.1% | +58.2% | +55.9% |
| All | +233.4% | +88.7% | +144.7% | +277.5% |
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 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