+67.2%
F vs LII
+166.1%
-98.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -0.5% | -0.6% | +0.1% | -0.8% |
| 3M | -12.9% | -17.0% | +4.1% | -5.5% |
| 6M | +1.5% | -31.1% | +32.7% | +17.1% |
| YTD | -5.0% | -27.7% | +22.6% | +5.3% |
| 1Y | -7.3% | -26.2% | +18.8% | +1.5% |
| 3Y | +45.3% | -9.6% | +54.9% | +34.7% |
| 5Y | -15.8% | +15.7% | -31.4% | -34.7% |
| All | +67.2% | +166.1% | -98.9% | -15.4% |
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