+57.8%
EWZ vs LII
+19.9%
+37.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.0% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -24.5% | -4.6% | -19.9% | -23.9% |
| 3M | -10.7% | -21.2% | +10.5% | -7.1% |
| 6M | -19.1% | -36.4% | +17.4% | -13.1% |
| YTD | +1.6% | -28.9% | +30.5% | +6.4% |
| 1Y | +4.3% | -29.5% | +33.8% | +9.3% |
| 3Y | +19.0% | -8.6% | +27.5% | +16.2% |
| All | +57.8% | +19.9% | +37.9% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling