+310.8%
ESI vs LII
+170.7%
+140.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +3.9% |
| 7D | -3.5% | -1.2% | -2.3% | -2.9% |
| 30D | -9.3% | -2.0% | -7.3% | -9.4% |
| 3M | -12.8% | -20.2% | +7.4% | -2.3% |
| 6M | -24.6% | -32.5% | +7.9% | -8.6% |
| YTD | +32.7% | -27.4% | +60.1% | +53.4% |
| 1Y | +20.3% | -28.2% | +48.5% | +39.9% |
| 3Y | +80.2% | -7.2% | +87.4% | +74.4% |
| 5Y | +40.0% | +19.9% | +20.0% | +13.0% |
| 10Y | +310.8% | +168.6% | +142.1% | +128.8% |
| All | +310.8% | +170.7% | +140.1% | +128.8% |
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 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