+47.8%
IJH vs LII
+21.0%
+26.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.5% | -3.5% | +1.0% | -1.2% |
| 30D | -5.0% | -13.5% | +8.5% | +0.1% |
| 3M | +0.5% | -26.0% | +26.5% | +10.5% |
| 6M | +8.2% | -26.8% | +35.0% | +18.6% |
| YTD | +12.4% | -22.9% | +35.3% | +19.9% |
| 1Y | +14.4% | -32.6% | +47.0% | +28.5% |
| 3Y | +49.5% | -1.3% | +50.8% | +36.2% |
| 5Y | +47.8% | +23.1% | +24.7% | +15.1% |
| All | +47.8% | +21.0% | +26.8% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling