+27.7%
EXC vs LII
-8.7%
+36.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.9% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +10.0% | -4.6% | +14.5% | +10.1% |
| 3M | +1.6% | -21.2% | +22.8% | +2.3% |
| 6M | +3.3% | -36.4% | +39.7% | +4.3% |
| YTD | +7.6% | -28.9% | +36.5% | +8.4% |
| 1Y | +3.5% | -29.5% | +33.0% | +4.3% |
| 3Y | +27.7% | -8.6% | +36.2% | +24.3% |
| All | +27.7% | -8.7% | +36.4% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling