-18.8%
IBM vs LII
-28.3%
+9.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | -2.5% | -1.2% | -1.4% | -2.5% |
| 30D | +8.4% | -2.0% | +10.3% | +8.3% |
| 3M | +4.5% | -20.2% | +24.7% | +4.1% |
| 6M | +7.9% | -32.5% | +40.4% | +6.9% |
| YTD | -15.2% | -27.4% | +12.2% | -18.1% |
| All | -18.8% | -28.3% | +9.6% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling