+64.2%
IWM vs LII
-8.7%
+72.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.6% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -1.5% | -4.6% | +3.1% | -0.4% |
| 3M | -8.0% | -21.2% | +13.2% | -1.2% |
| 6M | -4.1% | -36.4% | +32.3% | +9.0% |
| YTD | +11.9% | -28.9% | +40.9% | +20.5% |
| 1Y | +15.0% | -29.5% | +44.5% | +24.1% |
| 3Y | +64.2% | -8.6% | +72.8% | +45.8% |
| All | +64.2% | -8.7% | +72.9% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling