+50.5%
IVZ vs LII
+170.7%
-120.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.5% |
| 7D | +4.1% | -1.2% | +5.3% | +4.9% |
| 30D | -2.0% | -2.0% | -0.1% | -1.6% |
| 3M | -7.8% | -20.2% | +12.4% | +3.9% |
| 6M | +6.3% | -32.5% | +38.8% | +28.5% |
| YTD | +12.6% | -27.4% | +39.9% | +28.2% |
| 1Y | +27.6% | -28.2% | +55.8% | +46.1% |
| 3Y | +154.0% | -7.2% | +161.3% | +132.5% |
| 5Y | +37.3% | +19.9% | +17.4% | +2.2% |
| 10Y | +50.5% | +168.6% | -118.1% | -26.0% |
| All | +50.5% | +170.7% | -120.2% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling