+76.3%
INFY vs LII
+170.6%
-94.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | -9.8% | -3.5% | -6.3% | -8.9% |
| 30D | -13.4% | -13.5% | +0.1% | -10.0% |
| 3M | -7.2% | -26.0% | +18.8% | -1.0% |
| 6M | -20.6% | -26.8% | +6.2% | -15.8% |
| YTD | -37.5% | -22.9% | -14.6% | -35.1% |
| 1Y | -33.4% | -32.6% | -0.8% | -28.2% |
| 3Y | -32.4% | -1.3% | -31.1% | -38.9% |
| 5Y | -45.5% | +23.1% | -68.5% | -55.9% |
| All | +76.3% | +170.6% | -94.3% | +8.1% |
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 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