+7,232.4%
EW vs LII
+5,778.5%
+1,453.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.0% |
| 7D | +6.8% | +0.2% | +6.6% | +6.7% |
| 30D | +16.6% | -4.6% | +21.2% | +17.5% |
| 3M | +13.3% | -21.7% | +35.0% | +18.8% |
| 6M | +21.6% | -32.8% | +54.4% | +30.3% |
| YTD | +18.3% | -27.5% | +45.8% | +24.0% |
| 1Y | +21.7% | -28.0% | +49.7% | +27.7% |
| 3Y | +50.3% | -7.2% | +57.5% | +46.6% |
| 5Y | -15.0% | +22.6% | -37.6% | -23.3% |
| 10Y | +237.5% | +171.5% | +65.9% | +158.3% |
| All | +7,232.4% | +5,778.5% | +1,453.8% | +3,527.9% |
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 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