+196.7%
EXC vs LII
+169.1%
+27.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.1% |
| 7D | +1.4% | +2.9% | -1.6% | +0.8% |
| 30D | +8.6% | +0.9% | +7.7% | +8.2% |
| 3M | +2.4% | -15.5% | +17.9% | +5.6% |
| 6M | +6.5% | -30.2% | +36.7% | +13.1% |
| YTD | +9.0% | -26.8% | +35.9% | +13.7% |
| 1Y | +4.6% | -25.3% | +29.9% | +8.4% |
| 3Y | +33.5% | -7.8% | +41.2% | +24.4% |
| 5Y | +41.4% | +17.0% | +24.4% | +19.3% |
| All | +196.7% | +169.1% | +27.6% | +101.8% |
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