+155.0%
EWY vs LII
-8.9%
+163.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.0% |
| 7D | -6.3% | -1.2% | -5.1% | -5.9% |
| 30D | -19.8% | -2.0% | -17.9% | -19.9% |
| 3M | -14.4% | -20.2% | +5.8% | -8.2% |
| 6M | -25.3% | -32.5% | +7.3% | -15.3% |
| YTD | +46.2% | -27.4% | +73.5% | +61.6% |
| 1Y | +58.3% | -28.2% | +86.4% | +75.4% |
| 3Y | +155.0% | -7.2% | +162.2% | +164.0% |
| All | +155.0% | -8.9% | +163.9% | +164.0% |
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 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