+49.0%
IVZ vs LII
+167.2%
-118.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.8% | -5.2% | -6.4% |
| 7D | -6.7% | +0.2% | -6.9% | -6.7% |
| 30D | -10.9% | -4.6% | -6.3% | -9.1% |
| 3M | -14.8% | -21.7% | +6.8% | -3.1% |
| 6M | +2.4% | -32.8% | +35.2% | +23.9% |
| YTD | +5.4% | -27.5% | +32.9% | +20.1% |
| 1Y | +19.6% | -28.0% | +47.5% | +36.5% |
| 3Y | +122.4% | -7.2% | +129.7% | +103.5% |
| 5Y | +28.8% | +22.6% | +6.2% | -5.6% |
| All | +49.0% | +167.2% | -118.2% | -24.8% |
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 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