+224.6%
ESI vs LII
+484.9%
-260.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.8% | +2.3% |
| 7D | +3.3% | -0.7% | +4.1% | +3.7% |
| 30D | -5.9% | -12.6% | +6.7% | +1.6% |
| 3M | -14.1% | -24.4% | +10.4% | -0.7% |
| 6M | +6.6% | -28.7% | +35.3% | +27.3% |
| YTD | +45.0% | -19.1% | +64.2% | +60.0% |
| 1Y | +41.5% | -29.7% | +71.2% | +69.0% |
| 3Y | +78.8% | +4.8% | +74.0% | +62.2% |
| 5Y | +70.9% | +24.6% | +46.3% | +35.9% |
| 10Y | +317.1% | +169.2% | +147.9% | +93.7% |
| All | +224.6% | +484.9% | -260.2% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling