+353.6%
EWZ vs LII
+3,685.2%
-3,331.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.2% |
| 7D | -4.1% | +7.9% | -12.0% | -7.0% |
| 30D | -25.0% | -0.6% | -24.4% | -25.0% |
| 3M | -10.6% | -19.3% | +8.7% | -3.4% |
| 6M | -16.6% | -29.8% | +13.2% | -6.6% |
| YTD | +2.5% | -25.4% | +27.9% | +10.9% |
| 1Y | +8.1% | -26.2% | +34.3% | +17.2% |
| 3Y | +20.4% | -4.5% | +24.9% | +12.0% |
| 5Y | +62.7% | +26.7% | +36.0% | +28.6% |
| 10Y | +52.6% | +179.5% | -126.9% | -17.1% |
| All | +353.6% | +3,685.2% | -3,331.6% | -10.1% |
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