-43.1%
IT vs LII
+19.9%
-63.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -3.4% |
| 7D | -16.9% | -0.6% | -16.3% | -16.6% |
| 30D | +2.3% | -4.6% | +6.9% | +3.7% |
| 3M | +2.9% | -21.2% | +24.1% | +9.9% |
| 6M | +25.9% | -36.4% | +62.3% | +40.2% |
| YTD | -24.6% | -28.9% | +4.3% | -20.9% |
| 1Y | -16.0% | -29.5% | +13.5% | -11.8% |
| 3Y | -51.6% | -8.6% | -43.0% | -57.5% |
| All | -43.1% | +19.9% | -63.0% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling