+946.2%
EWY vs LII
+5,231.0%
-4,284.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.9% |
| 7D | -2.8% | -2.3% | -0.5% | -1.8% |
| 30D | -13.1% | -1.7% | -11.4% | -13.2% |
| 3M | -11.6% | -18.3% | +6.7% | -5.4% |
| 6M | -23.4% | -32.3% | +9.0% | -12.4% |
| YTD | +52.0% | -27.1% | +79.1% | +68.6% |
| 1Y | +58.6% | -27.2% | +85.8% | +75.6% |
| 3Y | +163.3% | -8.9% | +172.3% | +158.1% |
| 5Y | +108.7% | +19.7% | +89.0% | +78.1% |
| 10Y | +237.8% | +168.9% | +68.9% | +98.8% |
| All | +946.2% | +5,231.0% | -4,284.8% | +61.7% |
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 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