+216.5%
EWY vs LII
+166.2%
+50.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -10.2% | +0.4% | -10.7% | -10.3% |
| 30D | -21.5% | -2.4% | -19.1% | -21.4% |
| 3M | -14.7% | -17.5% | +2.8% | -9.6% |
| 6M | -26.8% | -32.8% | +6.0% | -17.1% |
| YTD | +43.2% | -27.7% | +70.9% | +58.0% |
| 1Y | +48.7% | -28.1% | +76.8% | +64.2% |
| 3Y | +147.9% | -9.7% | +157.6% | +145.1% |
| 5Y | +98.8% | +19.5% | +79.3% | +73.2% |
| 10Y | +216.5% | +170.6% | +45.9% | +114.0% |
| All | +216.5% | +166.2% | +50.3% | +114.0% |
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