+182.6%
ESI vs LII
+414.1%
-231.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.0% |
| 7D | -8.5% | -0.6% | -7.9% | -8.4% |
| 30D | -15.7% | -4.6% | -11.1% | -14.5% |
| 3M | -18.2% | -21.2% | +3.0% | -7.5% |
| 6M | -28.8% | -36.4% | +7.6% | -10.2% |
| YTD | +26.3% | -28.9% | +55.2% | +48.1% |
| 1Y | +18.2% | -29.5% | +47.8% | +39.5% |
| 3Y | +68.1% | -8.6% | +76.7% | +63.4% |
| 5Y | +28.8% | +20.2% | +8.6% | +2.9% |
| 10Y | +329.8% | +166.2% | +163.6% | +95.4% |
| All | +182.6% | +414.1% | -231.5% | -7.9% |
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