+90.3%
IT vs LII
+170.7%
-80.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.3% |
| 7D | -18.8% | -1.2% | -17.6% | -18.3% |
| 30D | -0.1% | -2.0% | +1.9% | +0.5% |
| 3M | +2.9% | -20.2% | +23.2% | +11.6% |
| 6M | +20.4% | -32.5% | +52.9% | +35.3% |
| YTD | -24.3% | -27.4% | +3.1% | -19.4% |
| 1Y | -17.2% | -28.2% | +11.0% | -11.6% |
| 3Y | -52.4% | -7.2% | -45.2% | -57.3% |
| 5Y | -43.7% | +19.9% | -63.6% | -57.2% |
| 10Y | +90.3% | +168.6% | -78.3% | -1.6% |
| All | +90.3% | +170.7% | -80.4% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling