+66.5%
EWZ vs LII
+169.1%
-102.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +0.8% | +2.9% | -2.2% | -0.1% |
| 30D | -24.4% | +0.9% | -25.3% | -24.6% |
| 3M | -4.6% | -15.5% | +10.9% | 0.0% |
| 6M | -11.6% | -30.2% | +18.6% | -3.4% |
| YTD | +2.4% | -26.8% | +29.2% | +9.4% |
| 1Y | +2.1% | -25.3% | +27.4% | +8.2% |
| 3Y | +18.7% | -7.8% | +26.5% | +11.3% |
| 5Y | +54.2% | +17.0% | +37.2% | +29.1% |
| All | +66.5% | +169.1% | -102.6% | +3.8% |
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