+22.4%
IP vs LII
+172.8%
-150.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -2.8% | -2.3% | -0.5% | -1.7% |
| 30D | +9.2% | -1.7% | +10.9% | +9.4% |
| 3M | -16.1% | -18.3% | +2.1% | -8.5% |
| 6M | +9.6% | -32.3% | +41.9% | +28.6% |
| YTD | -8.8% | -27.1% | +18.3% | +2.6% |
| 1Y | -5.5% | -27.2% | +21.7% | +6.4% |
| 3Y | +19.6% | -8.9% | +28.6% | +15.6% |
| 5Y | -13.5% | +19.7% | -33.1% | -29.6% |
| 10Y | +22.4% | +168.9% | -146.5% | -36.6% |
| All | +22.4% | +172.8% | -150.4% | -36.6% |
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