+97.6%
IP vs LII
+3,124.4%
-3,026.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | -5.3% | -0.7% | -4.5% | -5.0% |
| 30D | -10.9% | -12.6% | +1.8% | -6.0% |
| 3M | +11.2% | -24.4% | +35.6% | +22.9% |
| 6M | -10.2% | -28.7% | +18.5% | +1.0% |
| YTD | -2.0% | -19.1% | +17.2% | +4.9% |
| 1Y | -19.1% | -29.7% | +10.6% | -8.9% |
| 3Y | +20.9% | +4.8% | +16.1% | +13.3% |
| 5Y | -17.8% | +24.6% | -42.4% | -29.7% |
| 10Y | +23.5% | +169.2% | -145.7% | -23.0% |
| All | +97.6% | +3,124.4% | -3,026.7% | -46.5% |
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