+308.8%
EWY vs LII
+163.1%
+145.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | +6.7% | +0.5% | +6.2% | +6.5% |
| 30D | +17.0% | -11.2% | +28.2% | +21.8% |
| 3M | +3.7% | -28.8% | +32.5% | +15.9% |
| 6M | +42.5% | -26.9% | +69.4% | +58.0% |
| YTD | +96.2% | -22.2% | +118.4% | +112.7% |
| 1Y | +160.4% | -32.0% | +192.3% | +193.3% |
| 3Y | +231.7% | -0.4% | +232.1% | +218.6% |
| 5Y | +153.3% | +22.4% | +130.8% | +120.2% |
| 10Y | +308.8% | +171.4% | +137.4% | +172.7% |
| All | +308.8% | +163.1% | +145.7% | +172.7% |
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