+72.3%
EWJ vs LII
+6.0%
+66.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.7% |
| 30D | +3.3% | -12.6% | +15.9% | +6.5% |
| 3M | +5.0% | -24.4% | +29.4% | +11.0% |
| 6M | +11.5% | -28.7% | +40.2% | +19.1% |
| YTD | +22.4% | -19.1% | +41.5% | +26.3% |
| 1Y | +30.2% | -29.7% | +59.9% | +38.8% |
| All | +72.3% | +6.0% | +66.3% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling