-15.8%
F vs LII
+19.9%
-35.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.1% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +2.6% | -4.6% | +7.2% | +4.1% |
| 3M | -8.8% | -21.2% | +12.4% | +0.2% |
| 6M | +4.6% | -36.4% | +41.1% | +23.1% |
| YTD | -1.9% | -28.9% | +27.0% | +8.1% |
| 1Y | -0.8% | -29.5% | +28.8% | +9.6% |
| 3Y | +43.5% | -8.6% | +52.0% | +28.1% |
| All | -15.8% | +19.9% | -35.7% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling