+56.5%
IOT vs LII
+21.6%
+34.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.5% |
| 7D | +5.1% | +0.5% | +4.6% | +4.9% |
| 30D | -3.0% | -11.2% | +8.2% | +3.0% |
| 3M | +15.0% | -28.8% | +43.8% | +32.3% |
| 6M | +13.1% | -26.9% | +40.1% | +24.6% |
| YTD | +9.0% | -22.2% | +31.2% | +13.1% |
| 1Y | +0.1% | -32.0% | +32.1% | +14.0% |
| 3Y | +26.4% | -0.4% | +26.9% | -1.6% |
| All | +56.5% | +21.6% | +34.9% | -3.1% |
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