+764.1%
IT vs LII
+2,734.1%
-1,970.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -3.3% |
| 7D | -16.9% | -0.6% | -16.3% | -16.6% |
| 30D | +2.3% | -4.6% | +6.9% | +4.0% |
| 3M | +2.9% | -21.2% | +24.1% | +11.5% |
| 6M | +25.9% | -36.4% | +62.3% | +43.8% |
| YTD | -24.6% | -28.9% | +4.3% | -18.7% |
| 1Y | -16.0% | -29.5% | +13.5% | -9.3% |
| 3Y | -51.6% | -8.6% | -43.0% | -53.8% |
| 5Y | -42.6% | +20.2% | -62.9% | -51.4% |
| 10Y | +103.6% | +166.2% | -62.7% | +27.6% |
| All | +764.1% | +2,734.1% | -1,970.0% | +101.8% |
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