+121.2%
INTC vs LII
+172.8%
-51.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.2% |
| 7D | +7.3% | -2.3% | +9.6% | +8.5% |
| 30D | -38.3% | -1.7% | -36.7% | -38.4% |
| 3M | -36.0% | -18.3% | -17.8% | -30.8% |
| 6M | -51.7% | -32.3% | -19.4% | -43.8% |
| YTD | +69.4% | -27.1% | +96.5% | +88.8% |
| 1Y | +65.0% | -27.2% | +92.2% | +83.8% |
| 3Y | +63.0% | -8.9% | +71.9% | +63.2% |
| 5Y | +33.4% | +19.7% | +13.7% | +15.2% |
| 10Y | +121.2% | +168.9% | -47.7% | +34.1% |
| All | +121.2% | +172.8% | -51.6% | +34.1% |
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