+89.2%
IP vs LII
+2,874.9%
-2,785.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.1% |
| 7D | +3.4% | +7.9% | -4.5% | +0.3% |
| 30D | +11.2% | -0.6% | +11.8% | +10.9% |
| 3M | -14.8% | -19.3% | +4.6% | -7.6% |
| 6M | +17.3% | -29.8% | +47.1% | +32.9% |
| YTD | -6.2% | -25.4% | +19.2% | +3.2% |
| 1Y | +2.3% | -26.2% | +28.5% | +13.1% |
| 3Y | +17.7% | -4.5% | +22.2% | +14.2% |
| 5Y | -8.4% | +26.7% | -35.1% | -22.5% |
| 10Y | +32.1% | +179.5% | -147.4% | -18.9% |
| All | +89.2% | +2,874.9% | -2,785.8% | -47.3% |
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 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