+66.7%
IEFA vs LII
-8.4%
+75.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +0.7% | -2.4% | +3.1% | +0.9% |
| 3M | -3.4% | -17.5% | +14.1% | +0.3% |
| 6M | +1.5% | -32.8% | +34.3% | +8.9% |
| YTD | +10.4% | -27.7% | +38.1% | +15.7% |
| 1Y | +13.4% | -28.1% | +41.4% | +18.9% |
| 3Y | +66.7% | -9.7% | +76.3% | +62.7% |
| All | +66.7% | -8.4% | +75.0% | +62.7% |
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