+25.4%
IP vs LII
+167.2%
-141.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.1% | -2.7% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | +6.5% | -4.6% | +11.1% | +8.2% |
| 3M | -18.0% | -21.7% | +3.6% | -8.8% |
| 6M | +10.3% | -32.8% | +43.1% | +29.9% |
| YTD | -9.9% | -27.5% | +17.6% | +1.7% |
| 1Y | -1.1% | -28.0% | +26.9% | +12.0% |
| 3Y | +13.0% | -7.2% | +20.2% | +8.2% |
| 5Y | -12.3% | +22.6% | -34.9% | -29.6% |
| All | +25.4% | +167.2% | -141.7% | -33.0% |
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 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