+126.0%
EWJ vs LII
+170.7%
-44.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.5% | +3.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.1% |
| 30D | -6.5% | -2.0% | -4.6% | -6.3% |
| 3M | -5.6% | -20.2% | +14.6% | -0.2% |
| 6M | -0.3% | -32.5% | +32.3% | +8.9% |
| YTD | +13.9% | -27.4% | +41.3% | +21.3% |
| 1Y | +14.6% | -28.2% | +42.7% | +22.2% |
| 3Y | +66.6% | -7.2% | +73.9% | +62.2% |
| 5Y | +47.7% | +19.9% | +27.8% | +30.4% |
| 10Y | +126.0% | +168.6% | -42.6% | +60.3% |
| All | +126.0% | +170.7% | -44.7% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling