+140.3%
IVZ vs LII
+5.3%
+135.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | +0.6% | -0.7% | +1.4% | +0.9% |
| 30D | +4.0% | -12.6% | +16.6% | +9.9% |
| 3M | +18.2% | -24.4% | +42.6% | +30.4% |
| 6M | +32.8% | -28.7% | +61.5% | +49.6% |
| YTD | +28.7% | -19.1% | +47.9% | +35.9% |
| 1Y | +55.4% | -29.7% | +85.1% | +74.4% |
| All | +140.3% | +5.3% | +135.0% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling