+148.1%
IEFA vs LII
+169.1%
-21.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +2.2% | +2.9% | -0.7% | +1.4% |
| 30D | +1.1% | +0.9% | +0.2% | +0.5% |
| 3M | -4.3% | -15.5% | +11.3% | 0.0% |
| 6M | +1.4% | -30.2% | +31.6% | +10.2% |
| YTD | +10.1% | -26.8% | +36.9% | +17.2% |
| 1Y | +12.9% | -25.3% | +38.2% | +19.3% |
| 3Y | +65.8% | -7.8% | +73.5% | +58.6% |
| 5Y | +47.7% | +17.0% | +30.7% | +27.0% |
| All | +148.1% | +169.1% | -21.0% | +65.4% |
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