+155.4%
IWM vs LII
+166.2%
-10.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +0.6% | -2.4% | +3.0% | +1.1% |
| 3M | -6.2% | -17.5% | +11.3% | +1.0% |
| 6M | -0.8% | -32.8% | +32.1% | +14.4% |
| YTD | +14.8% | -27.7% | +42.4% | +26.3% |
| 1Y | +16.1% | -28.1% | +44.2% | +28.0% |
| 3Y | +71.5% | -9.7% | +81.2% | +63.0% |
| 5Y | +25.8% | +19.5% | +6.3% | +0.7% |
| 10Y | +155.4% | +170.6% | -15.2% | +42.1% |
| All | +155.4% | +166.2% | -10.8% | +42.1% |
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