+2.7%
EWZ vs LII
-28.7%
+31.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -26.2% | -2.4% | -23.8% | -25.7% |
| 3M | -8.6% | -17.5% | +8.9% | -5.8% |
| 6M | -17.0% | -32.8% | +15.8% | -12.2% |
| YTD | +2.2% | -27.7% | +29.9% | +5.6% |
| 1Y | +2.7% | -28.1% | +30.7% | +6.0% |
| All | +2.7% | -28.7% | +31.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling