+30.2%
EWJ vs LII
-28.2%
+58.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +3.3% | -12.6% | +15.9% | +6.0% |
| 3M | +5.0% | -24.4% | +29.4% | +9.9% |
| 6M | +11.5% | -28.7% | +40.2% | +17.4% |
| YTD | +22.4% | -19.1% | +41.5% | +25.3% |
| 1Y | +30.2% | -29.7% | +59.9% | +35.7% |
| All | +30.2% | -28.2% | +58.4% | +35.7% |
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