+146.5%
IEFA vs LII
+163.1%
-16.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.4% |
| 7D | -0.5% | +0.5% | -0.9% | -0.6% |
| 30D | -1.1% | -11.2% | +10.1% | +2.2% |
| 3M | +5.1% | -28.8% | +33.9% | +14.2% |
| 6M | +9.3% | -26.9% | +36.2% | +17.4% |
| YTD | +13.0% | -22.2% | +35.2% | +18.7% |
| 1Y | +19.2% | -32.0% | +51.1% | +29.8% |
| 3Y | +67.0% | -0.4% | +67.4% | +56.6% |
| 5Y | +51.1% | +22.4% | +28.7% | +28.9% |
| 10Y | +146.5% | +171.4% | -24.9% | +66.0% |
| All | +146.5% | +163.1% | -16.6% | +66.0% |
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 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