+183.8%
EXC vs LII
+170.7%
+13.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | +9.3% | -2.0% | +11.3% | +9.5% |
| 3M | +1.0% | -20.2% | +21.3% | +5.5% |
| 6M | +5.9% | -32.5% | +38.5% | +13.3% |
| YTD | +7.6% | -27.4% | +35.0% | +12.4% |
| 1Y | +2.4% | -28.2% | +30.6% | +7.1% |
| 3Y | +30.2% | -7.2% | +37.5% | +21.0% |
| 5Y | +41.4% | +19.9% | +21.4% | +18.0% |
| 10Y | +183.8% | +168.6% | +15.1% | +86.6% |
| All | +183.8% | +170.7% | +13.0% | +86.6% |
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 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