+49.0%
IVZ vs LII
+162.0%
-113.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | -11.2% | -4.6% | -6.6% | -9.5% |
| 3M | -14.0% | -21.2% | +7.2% | -2.4% |
| 6M | +0.5% | -36.4% | +36.9% | +25.7% |
| YTD | +5.4% | -28.9% | +34.4% | +21.5% |
| 1Y | +19.5% | -29.5% | +49.0% | +38.1% |
| 3Y | +128.7% | -8.6% | +137.3% | +110.8% |
| 5Y | +28.8% | +20.2% | +8.5% | -4.6% |
| All | +49.0% | +162.0% | -113.0% | -24.0% |
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