+15.0%
IWM vs LII
-29.2%
+44.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.4% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -1.5% | -4.6% | +3.1% | -0.8% |
| 3M | -8.0% | -21.2% | +13.2% | -3.5% |
| 6M | -4.1% | -36.4% | +32.3% | +4.3% |
| YTD | +11.9% | -28.9% | +40.9% | +14.8% |
| 1Y | +15.0% | -29.5% | +44.5% | +18.4% |
| All | +15.0% | -29.2% | +44.3% | +18.4% |
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