+275.5%
IVZ vs LII
+2,874.9%
-2,599.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.3% |
| 7D | +2.6% | +7.9% | -5.3% | -1.4% |
| 30D | -3.5% | -0.6% | -2.9% | -3.9% |
| 3M | -7.4% | -19.3% | +12.0% | +2.5% |
| 6M | +14.7% | -29.8% | +44.6% | +33.6% |
| YTD | +14.6% | -25.4% | +40.0% | +27.9% |
| 1Y | +30.7% | -26.2% | +56.9% | +46.4% |
| 3Y | +141.8% | -4.5% | +146.3% | +129.0% |
| 5Y | +40.2% | +26.7% | +13.6% | +12.6% |
| 10Y | +65.6% | +179.5% | -113.9% | -12.6% |
| All | +275.5% | +2,874.9% | -2,599.4% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling