+52.2%
EW vs LII
-8.7%
+61.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.6% |
| 7D | +11.0% | -0.6% | +11.6% | +11.1% |
| 30D | +19.1% | -4.6% | +23.7% | +19.6% |
| 3M | +14.4% | -21.2% | +35.6% | +17.9% |
| 6M | +22.8% | -36.4% | +59.2% | +29.6% |
| YTD | +19.8% | -28.9% | +48.7% | +23.4% |
| 1Y | +23.9% | -29.5% | +53.4% | +27.8% |
| 3Y | +52.2% | -8.6% | +60.8% | +44.9% |
| All | +52.2% | -8.7% | +61.0% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling