+6,438.2%
EW vs LII
+6,457.2%
-19.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +1.0% | -12.6% | +13.7% | +3.8% |
| 3M | +2.8% | -24.4% | +27.2% | +7.9% |
| 6M | +5.5% | -28.7% | +34.2% | +11.6% |
| YTD | +5.5% | -19.1% | +24.6% | +8.4% |
| 1Y | +11.0% | -29.7% | +40.7% | +17.1% |
| 3Y | +17.7% | +4.8% | +12.9% | +11.9% |
| 5Y | -25.7% | +24.6% | -50.3% | -33.0% |
| 10Y | +132.8% | +169.2% | -36.4% | +78.2% |
| All | +6,438.2% | +6,457.2% | -19.0% | +3,070.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling