+205.2%
IEFA vs LII
+723.6%
-518.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -3.4% | -17.5% | +14.1% | +1.8% |
| 6M | +1.5% | -32.8% | +34.3% | +12.2% |
| YTD | +10.4% | -27.7% | +38.1% | +18.4% |
| 1Y | +13.4% | -28.1% | +41.4% | +21.6% |
| 3Y | +66.7% | -9.7% | +76.3% | +60.3% |
| 5Y | +49.5% | +19.5% | +30.0% | +27.1% |
| 10Y | +145.8% | +170.6% | -24.9% | +48.6% |
| All | +205.2% | +723.6% | -518.4% | +22.3% |
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