+26.4%
EWJ vs LII
-33.3%
+59.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.5% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +1.0% | -11.2% | +12.2% | +3.3% |
| 3M | +7.2% | -28.8% | +36.0% | +13.8% |
| 6M | +13.9% | -26.9% | +40.8% | +18.8% |
| YTD | +20.8% | -22.2% | +43.0% | +24.6% |
| 1Y | +26.4% | -32.0% | +58.3% | +32.2% |
| All | +26.4% | -33.3% | +59.7% | +32.2% |
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