+131.6%
EW vs LII
+171.3%
-39.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +1.0% | -12.6% | +13.7% | +4.9% |
| 3M | +2.8% | -24.4% | +27.2% | +9.9% |
| 6M | +5.5% | -28.7% | +34.2% | +14.1% |
| YTD | +5.5% | -19.1% | +24.6% | +9.0% |
| 1Y | +11.0% | -29.7% | +40.7% | +19.5% |
| 3Y | +17.7% | +4.8% | +12.9% | +5.2% |
| 5Y | -25.7% | +24.6% | -50.3% | -40.0% |
| All | +131.6% | +171.3% | -39.8% | +28.6% |
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