+239.8%
EW vs LII
+170.7%
+69.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.9% |
| 7D | +12.3% | -1.2% | +13.5% | +12.6% |
| 30D | +22.9% | -2.0% | +24.8% | +23.2% |
| 3M | +16.7% | -20.2% | +36.9% | +23.9% |
| 6M | +31.0% | -32.5% | +63.5% | +43.8% |
| YTD | +22.8% | -27.4% | +50.2% | +30.4% |
| 1Y | +25.6% | -28.2% | +53.7% | +33.7% |
| 3Y | +62.0% | -7.2% | +69.2% | +50.4% |
| 5Y | -12.8% | +19.9% | -32.7% | -29.4% |
| 10Y | +239.8% | +168.6% | +71.1% | +93.2% |
| All | +239.8% | +170.7% | +69.1% | +93.2% |
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