+68.8%
IEFA vs LII
+2.8%
+66.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +1.2% | +2.1% | -0.9% | +0.7% |
| 30D | -0.6% | -12.4% | +11.8% | +2.2% |
| 3M | +6.2% | -24.8% | +31.0% | +11.7% |
| 6M | +11.2% | -25.2% | +36.3% | +16.5% |
| YTD | +14.2% | -20.3% | +34.4% | +17.6% |
| 1Y | +20.0% | -32.9% | +53.0% | +28.4% |
| 3Y | +68.8% | +2.0% | +66.7% | +62.1% |
| All | +68.8% | +2.8% | +66.0% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling