+10.1%
IR vs LII
-27.8%
+37.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | +1.1% | -2.3% | +3.4% | +2.1% |
| 30D | +7.6% | -1.7% | +9.3% | +7.4% |
| 3M | +0.1% | -18.3% | +18.4% | +9.2% |
| 6M | +14.0% | -32.3% | +46.3% | +32.8% |
| YTD | +7.5% | -27.1% | +34.6% | +17.6% |
| 1Y | +10.1% | -27.2% | +37.3% | +20.8% |
| All | +10.1% | -27.8% | +37.9% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling