+65.1%
IVZ vs LII
+25.3%
+39.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.5% |
| 7D | +0.6% | -0.7% | +1.4% | +1.0% |
| 30D | +4.0% | -12.6% | +16.6% | +11.2% |
| 3M | +18.2% | -24.4% | +42.6% | +33.3% |
| 6M | +32.8% | -28.7% | +61.5% | +53.5% |
| YTD | +28.7% | -19.1% | +47.9% | +37.7% |
| 1Y | +55.4% | -29.7% | +85.1% | +78.5% |
| 3Y | +135.2% | +4.8% | +130.4% | +99.0% |
| All | +65.1% | +25.3% | +39.8% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling