+12.2%
IOT vs LII
-28.2%
+40.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.6% | +3.7% |
| 7D | -2.3% | -0.7% | -1.6% | -2.3% |
| 30D | +3.8% | -12.6% | +16.4% | +4.4% |
| 3M | +14.2% | -24.4% | +38.6% | +14.4% |
| 6M | +40.1% | -28.7% | +68.8% | +44.9% |
| YTD | +13.4% | -19.1% | +32.5% | +5.6% |
| 1Y | +12.2% | -29.7% | +41.9% | +20.0% |
| All | +12.2% | -28.2% | +40.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling