+55.6%
IOT vs LII
+20.6%
+35.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.8% | -3.5% | +2.7% | +1.0% |
| 30D | -4.7% | -13.5% | +8.8% | +2.6% |
| 3M | +17.8% | -26.0% | +43.8% | +32.4% |
| 6M | +16.8% | -26.8% | +43.7% | +28.3% |
| YTD | +8.4% | -22.9% | +31.3% | +13.0% |
| 1Y | -0.8% | -32.6% | +31.8% | +13.5% |
| 3Y | +25.7% | -1.3% | +27.0% | -1.7% |
| All | +55.6% | +20.6% | +35.0% | -3.2% |
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