+291.3%
IR vs LII
+160.2%
+131.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | -15.1% | -12.6% | -2.5% | -9.0% |
| 3M | +6.1% | -24.4% | +30.5% | +20.7% |
| 6M | -16.8% | -28.7% | +11.9% | -2.8% |
| YTD | -3.5% | -19.1% | +15.6% | +5.2% |
| 1Y | -3.5% | -29.7% | +26.2% | +12.8% |
| 3Y | +9.5% | +4.8% | +4.7% | -0.1% |
| 5Y | +45.1% | +24.6% | +20.5% | +16.8% |
| All | +291.3% | +160.2% | +131.1% | +113.0% |
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