+303.8%
IBM vs LII
+2,734.1%
-2,430.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | +11.1% | -4.6% | +15.7% | +12.0% |
| 3M | +5.7% | -21.2% | +26.9% | +11.1% |
| 6M | +10.1% | -36.4% | +46.6% | +19.9% |
| YTD | -15.6% | -28.9% | +13.3% | -11.2% |
| 1Y | -19.5% | -29.5% | +10.0% | -15.2% |
| 3Y | +80.4% | -8.6% | +89.0% | +75.3% |
| 5Y | +140.0% | +20.2% | +119.8% | +114.5% |
| 10Y | +155.0% | +166.2% | -11.3% | +87.8% |
| All | +303.8% | +2,734.1% | -2,430.3% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling