+18.5%
IP vs LII
-4.2%
+22.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.1% |
| 7D | +3.4% | +7.9% | -4.5% | +0.4% |
| 30D | +11.2% | -0.6% | +11.8% | +10.8% |
| 3M | -14.8% | -19.3% | +4.6% | -7.7% |
| 6M | +17.3% | -29.8% | +47.1% | +32.6% |
| YTD | -6.2% | -25.4% | +19.2% | +2.9% |
| 1Y | +2.3% | -26.2% | +28.5% | +12.6% |
| All | +18.5% | -4.2% | +22.7% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling