+22.9%
IP vs LII
+168.6%
-145.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | -5.3% | -0.7% | -4.5% | -4.9% |
| 30D | -10.9% | -12.6% | +1.8% | -5.1% |
| 3M | +11.2% | -24.4% | +35.6% | +24.8% |
| 6M | -10.2% | -28.7% | +18.5% | +2.8% |
| YTD | -2.0% | -19.1% | +17.2% | +5.7% |
| 1Y | -19.1% | -29.7% | +10.6% | -7.5% |
| 3Y | +20.9% | +4.8% | +16.1% | +9.6% |
| 5Y | -17.8% | +24.6% | -42.4% | -33.6% |
| All | +22.9% | +168.6% | -145.6% | -34.4% |
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