+41.1%
IJR vs LII
+25.8%
+15.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.2% |
| 7D | +0.9% | +2.1% | -1.2% | +0.1% |
| 30D | -3.1% | -12.4% | +9.3% | +1.7% |
| 3M | +4.4% | -24.8% | +29.2% | +14.1% |
| 6M | +16.1% | -25.2% | +41.3% | +26.2% |
| YTD | +20.6% | -20.3% | +40.8% | +26.9% |
| 1Y | +22.9% | -32.9% | +55.8% | +38.6% |
| 3Y | +55.2% | +2.0% | +53.2% | +40.3% |
| 5Y | +41.1% | +24.4% | +16.6% | +12.1% |
| All | +41.1% | +25.8% | +15.3% | +12.1% |
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