+38.0%
ESI vs LII
+17.0%
+21.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.3% |
| 7D | +5.5% | +2.9% | +2.6% | +3.9% |
| 30D | -7.8% | +0.9% | -8.7% | -9.4% |
| 3M | -15.0% | -15.5% | +0.5% | -7.8% |
| 6M | -24.9% | -30.2% | +5.3% | -10.9% |
| YTD | +33.2% | -26.8% | +60.1% | +52.9% |
| 1Y | +24.9% | -25.3% | +50.2% | +41.7% |
| 3Y | +77.8% | -7.8% | +85.5% | +70.7% |
| All | +38.0% | +17.0% | +21.0% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling