+149.9%
IBM vs LII
+170.7%
-20.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.1% |
| 7D | -2.5% | -1.2% | -1.4% | -2.2% |
| 30D | +8.4% | -2.0% | +10.3% | +8.5% |
| 3M | +4.5% | -20.2% | +24.7% | +10.1% |
| 6M | +7.9% | -32.5% | +40.4% | +16.9% |
| YTD | -15.2% | -27.4% | +12.2% | -11.1% |
| 1Y | -17.6% | -28.2% | +10.6% | -13.4% |
| 3Y | +82.1% | -7.2% | +89.3% | +69.8% |
| 5Y | +143.3% | +19.9% | +123.4% | +103.1% |
| 10Y | +149.9% | +168.6% | -18.7% | +61.4% |
| All | +149.9% | +170.7% | -20.8% | +61.4% |
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