+138.2%
IBM vs LII
+19.9%
+118.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | +11.1% | -4.6% | +15.7% | +11.7% |
| 3M | +5.7% | -21.2% | +26.9% | +9.6% |
| 6M | +10.1% | -36.4% | +46.6% | +17.2% |
| YTD | -15.6% | -28.9% | +13.3% | -12.9% |
| 1Y | -19.5% | -29.5% | +10.0% | -16.9% |
| 3Y | +80.4% | -8.6% | +89.0% | +71.3% |
| All | +138.2% | +19.9% | +118.3% | +100.6% |
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