+67.3%
IOT vs LII
+13.1%
+54.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +0.1% | -0.6% | +0.7% | -0.1% |
| 3M | +5.0% | -17.0% | +22.0% | +14.6% |
| 6M | +47.0% | -31.1% | +78.2% | +69.4% |
| YTD | +16.6% | -27.7% | +44.2% | +24.7% |
| 1Y | +4.8% | -26.2% | +30.9% | +10.7% |
| 3Y | +72.2% | -9.6% | +81.8% | +40.8% |
| All | +67.3% | +13.1% | +54.2% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling