+733.6%
IWM vs LII
+4,608.6%
-3,875.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -3.5% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -3.7% | -4.6% | +0.9% | -2.3% |
| 3M | -9.4% | -21.7% | +12.3% | -0.8% |
| 6M | -3.6% | -32.8% | +29.2% | +10.2% |
| YTD | +10.8% | -27.5% | +38.3% | +21.6% |
| 1Y | +11.9% | -28.0% | +39.8% | +23.0% |
| 3Y | +60.6% | -7.2% | +67.8% | +55.2% |
| 5Y | +19.2% | +22.6% | -3.4% | +0.7% |
| 10Y | +165.3% | +171.5% | -6.2% | +59.2% |
| All | +733.6% | +4,608.6% | -3,875.0% | +80.7% |
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