+18.4%
IWM vs LII
-26.1%
+44.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | +1.4% | +2.9% | -1.5% | +0.8% |
| 30D | +2.3% | +0.9% | +1.4% | +1.8% |
| 3M | -8.3% | -15.5% | +7.2% | -5.2% |
| 6M | -1.3% | -30.2% | +28.9% | +4.7% |
| YTD | +13.5% | -26.8% | +40.4% | +15.6% |
| 1Y | +18.4% | -25.3% | +43.7% | +19.1% |
| All | +18.4% | -26.1% | +44.5% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling