+432.5%
EWZ vs LII
+4,002.6%
-3,570.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +4.8% | -12.6% | +17.5% | +10.2% |
| 3M | +9.9% | -24.4% | +34.3% | +20.1% |
| 6M | +1.9% | -28.7% | +30.7% | +13.4% |
| YTD | +20.3% | -19.1% | +39.4% | +26.6% |
| 1Y | +35.6% | -29.7% | +65.3% | +49.7% |
| 3Y | +43.4% | +4.8% | +38.7% | +28.6% |
| 5Y | +55.9% | +24.6% | +31.4% | +24.7% |
| 10Y | +84.2% | +169.2% | -85.1% | +2.2% |
| All | +432.5% | +4,002.6% | -3,570.0% | +2.6% |
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