+147.3%
IBM vs LII
+169.1%
-21.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +1.6% | +2.9% | -1.4% | +0.8% |
| 30D | +9.2% | +0.9% | +8.3% | +8.6% |
| 3M | +4.9% | -15.5% | +20.5% | +9.1% |
| 6M | +16.8% | -30.2% | +47.0% | +25.4% |
| YTD | -14.3% | -26.8% | +12.6% | -10.3% |
| 1Y | -16.7% | -25.3% | +8.6% | -13.5% |
| 3Y | +82.2% | -7.8% | +90.0% | +70.3% |
| 5Y | +149.9% | +17.0% | +133.0% | +110.8% |
| All | +147.3% | +169.1% | -21.8% | +54.5% |
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