+192.5%
EWJ vs LII
+3,124.4%
-2,931.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| 3M | +5.0% | -24.4% | +29.4% | +11.3% |
| 6M | +11.5% | -28.7% | +40.2% | +19.5% |
| YTD | +22.4% | -19.1% | +41.5% | +26.9% |
| 1Y | +30.2% | -29.7% | +59.9% | +39.3% |
| 3Y | +72.8% | +4.8% | +68.0% | +64.9% |
| 5Y | +54.1% | +24.6% | +29.6% | +38.6% |
| 10Y | +140.6% | +169.2% | -28.6% | +74.8% |
| All | +192.5% | +3,124.4% | -2,931.9% | +17.2% |
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 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