+166.7%
IJR vs LII
+170.6%
-3.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.5% |
| 7D | -2.3% | -3.5% | +1.2% | -0.8% |
| 30D | -4.7% | -13.5% | +8.8% | +1.3% |
| 3M | +2.1% | -26.0% | +28.1% | +14.0% |
| 6M | +13.9% | -26.8% | +40.7% | +26.5% |
| YTD | +18.2% | -22.9% | +41.1% | +27.4% |
| 1Y | +21.8% | -32.6% | +54.4% | +39.1% |
| 3Y | +52.2% | -1.3% | +53.5% | +39.1% |
| 5Y | +40.1% | +23.1% | +17.1% | +11.2% |
| All | +166.7% | +170.6% | -3.9% | +46.7% |
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 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