+16.0%
F vs LII
+2,874.9%
-2,858.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +1.5% |
| 7D | +6.0% | +7.9% | -1.9% | +2.8% |
| 30D | +4.3% | -0.6% | +4.9% | +4.0% |
| 3M | -10.1% | -19.3% | +9.3% | -2.4% |
| 6M | +12.8% | -29.8% | +42.6% | +26.8% |
| YTD | -0.1% | -25.4% | +25.3% | +8.6% |
| 1Y | +3.7% | -26.2% | +29.9% | +13.0% |
| 3Y | +42.7% | -4.5% | +47.2% | +36.1% |
| 5Y | -11.0% | +26.7% | -37.7% | -25.6% |
| 10Y | +87.0% | +179.5% | -92.4% | +12.6% |
| All | +16.0% | +2,874.9% | -2,858.9% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling