+27.6%
IR vs LII
-8.7%
+36.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +2.3% |
| 7D | +3.7% | -0.6% | +4.3% | +3.9% |
| 30D | +7.4% | -4.6% | +12.0% | +9.0% |
| 3M | -5.9% | -21.2% | +15.3% | +4.6% |
| 6M | +5.6% | -36.4% | +42.0% | +28.2% |
| YTD | +4.8% | -28.9% | +33.8% | +19.6% |
| 1Y | +6.9% | -29.5% | +36.5% | +22.4% |
| 3Y | +27.6% | -8.6% | +36.1% | +29.5% |
| All | +27.6% | -8.7% | +36.3% | +29.5% |
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 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