+774.4%
IVV vs LII
+4,707.3%
-3,932.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.6% |
| 7D | -0.7% | +7.9% | -8.6% | -3.0% |
| 30D | -1.0% | -0.6% | -0.4% | -1.3% |
| 3M | -0.3% | -19.3% | +19.0% | +5.7% |
| 6M | +7.4% | -29.8% | +37.2% | +17.1% |
| YTD | +13.4% | -25.4% | +38.8% | +20.4% |
| 1Y | +14.8% | -26.2% | +41.0% | +22.2% |
| 3Y | +83.3% | -4.5% | +87.9% | +75.9% |
| 5Y | +76.1% | +26.7% | +49.5% | +51.9% |
| 10Y | +333.3% | +179.5% | +153.8% | +188.9% |
| All | +774.4% | +4,707.3% | -3,932.9% | +174.2% |
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