+1,236.8%
EWY vs LII
+5,813.5%
-4,576.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.2% |
| 7D | +4.8% | -0.7% | +5.5% | +5.1% |
| 30D | +11.7% | -12.6% | +24.3% | +17.5% |
| 3M | -7.4% | -24.4% | +17.0% | +2.3% |
| 6M | +40.6% | -28.7% | +69.3% | +58.9% |
| YTD | +94.3% | -19.1% | +113.4% | +108.7% |
| 1Y | +164.3% | -29.7% | +194.0% | +197.2% |
| 3Y | +221.0% | +4.8% | +216.2% | +199.6% |
| 5Y | +139.1% | +24.6% | +114.6% | +102.5% |
| 10Y | +298.8% | +169.2% | +129.6% | +136.9% |
| All | +1,236.8% | +5,813.5% | -4,576.7% | +100.2% |
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