+148.3%
IBM vs LII
+20.3%
+128.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -1.7% | -2.3% | +0.6% | -1.4% |
| 30D | +10.1% | -1.7% | +11.8% | +10.2% |
| 3M | +4.8% | -18.3% | +23.1% | +8.1% |
| 6M | +12.6% | -32.3% | +44.9% | +18.5% |
| YTD | -13.9% | -27.1% | +13.2% | -11.5% |
| 1Y | -18.7% | -27.2% | +8.5% | -16.5% |
| 3Y | +81.9% | -8.9% | +90.8% | +73.1% |
| 5Y | +148.3% | +19.7% | +128.7% | +110.0% |
| All | +148.3% | +20.3% | +128.0% | +110.0% |
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