-54.0%
IT vs LII
-9.2%
-44.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -3.7% | -0.2% | -3.4% | -3.6% |
| 30D | -3.1% | -0.6% | -2.5% | -3.0% |
| 3M | +6.3% | -17.0% | +23.3% | +9.2% |
| 6M | +24.8% | -31.1% | +55.9% | +29.2% |
| YTD | -24.4% | -27.7% | +3.3% | -23.7% |
| 1Y | -17.1% | -26.2% | +9.1% | -17.0% |
| All | -54.0% | -9.2% | -44.8% | -57.3% |
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