+43.6%
EWZ vs LII
+162.0%
-118.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -24.5% | -4.6% | -19.9% | -23.6% |
| 3M | -10.7% | -21.2% | +10.5% | -4.6% |
| 6M | -19.1% | -36.4% | +17.4% | -9.0% |
| YTD | +1.6% | -28.9% | +30.5% | +9.5% |
| 1Y | +4.3% | -29.5% | +33.8% | +12.5% |
| 3Y | +19.0% | -8.6% | +27.5% | +11.6% |
| 5Y | +57.7% | +20.2% | +37.5% | +29.5% |
| All | +43.6% | +162.0% | -118.4% | -13.5% |
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