+172.3%
EWJ vs LII
+2,796.3%
-2,624.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.5% | +3.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.2% |
| 30D | -6.5% | -2.0% | -4.6% | -6.3% |
| 3M | -5.6% | -20.2% | +14.6% | -0.7% |
| 6M | -0.3% | -32.5% | +32.3% | +8.2% |
| YTD | +13.9% | -27.4% | +41.3% | +20.9% |
| 1Y | +14.6% | -28.2% | +42.7% | +21.8% |
| 3Y | +66.6% | -7.2% | +73.9% | +63.6% |
| 5Y | +47.7% | +19.9% | +27.8% | +33.7% |
| 10Y | +126.0% | +168.6% | -42.6% | +64.0% |
| All | +172.3% | +2,796.3% | -2,624.0% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling