-47.3%
IT vs LII
+6.0%
-53.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.8% |
| 7D | -6.0% | -0.7% | -5.3% | -5.9% |
| 30D | 0.0% | -12.6% | +12.6% | +1.9% |
| 3M | +13.1% | -24.4% | +37.5% | +16.1% |
| 6M | +11.7% | -28.7% | +40.4% | +15.9% |
| YTD | -26.1% | -19.1% | -7.0% | -26.5% |
| 1Y | -21.3% | -29.7% | +8.4% | -18.5% |
| All | -47.3% | +6.0% | -53.3% | -51.9% |
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