+140.0%
EWJ vs LII
+163.1%
-23.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.3% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +1.0% | -11.2% | +12.2% | +4.1% |
| 3M | +7.2% | -28.8% | +36.0% | +16.0% |
| 6M | +13.9% | -26.9% | +40.8% | +21.7% |
| YTD | +20.8% | -22.2% | +43.0% | +26.7% |
| 1Y | +26.4% | -32.0% | +58.3% | +37.0% |
| 3Y | +71.8% | -0.4% | +72.2% | +64.4% |
| 5Y | +49.9% | +22.4% | +27.4% | +32.1% |
| 10Y | +140.0% | +171.4% | -31.5% | +70.7% |
| All | +140.0% | +163.1% | -23.1% | +70.7% |
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 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