+808.3%
IWM vs LII
+5,152.2%
-4,343.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -1.3% | -12.6% | +11.4% | +4.0% |
| 3M | +1.6% | -24.4% | +26.0% | +11.6% |
| 6M | +13.6% | -28.7% | +42.3% | +26.8% |
| YTD | +20.8% | -19.1% | +39.9% | +27.6% |
| 1Y | +26.4% | -29.7% | +56.1% | +40.6% |
| 3Y | +60.7% | +4.8% | +55.9% | +48.4% |
| 5Y | +38.2% | +24.6% | +13.6% | +16.6% |
| 10Y | +169.5% | +169.2% | +0.3% | +62.9% |
| All | +808.3% | +5,152.2% | -4,343.9% | +89.5% |
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