+24.9%
ESI vs LII
-26.0%
+50.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.2% | -6.2% |
| 7D | -6.6% | +7.9% | -14.5% | -9.9% |
| 30D | -10.9% | -0.6% | -10.3% | -11.7% |
| 3M | -13.8% | -19.3% | +5.5% | -4.5% |
| 6M | -21.5% | -29.8% | +8.3% | -8.4% |
| YTD | +34.7% | -25.4% | +60.1% | +45.9% |
| 1Y | +24.9% | -26.2% | +51.1% | +36.8% |
| All | +24.9% | -26.0% | +50.9% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling