+271.2%
EW vs LII
+169.1%
+102.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.0% |
| 7D | +4.9% | +2.9% | +2.0% | +4.1% |
| 30D | +23.9% | +0.9% | +23.0% | +23.2% |
| 3M | +15.8% | -15.5% | +31.3% | +21.0% |
| 6M | +31.7% | -30.2% | +61.9% | +43.2% |
| YTD | +25.7% | -26.8% | +52.5% | +33.2% |
| 1Y | +24.4% | -25.3% | +49.7% | +30.8% |
| 3Y | +65.9% | -7.8% | +73.6% | +54.4% |
| 5Y | -7.6% | +17.0% | -24.6% | -24.5% |
| All | +271.2% | +169.1% | +102.1% | +102.8% |
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