+23.7%
EW vs LII
-28.7%
+52.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +9.3% | +0.4% | +8.9% | +9.2% |
| 30D | +22.1% | -2.4% | +24.5% | +22.1% |
| 3M | +13.0% | -17.5% | +30.5% | +14.5% |
| 6M | +30.1% | -32.8% | +62.9% | +32.6% |
| YTD | +22.0% | -27.7% | +49.7% | +22.0% |
| 1Y | +23.7% | -28.1% | +51.8% | +23.8% |
| All | +23.7% | -28.7% | +52.4% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling