+5.4%
IYR vs LII
+17.0%
-11.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.6% | +2.9% | -2.3% | -0.2% |
| 30D | +6.6% | +0.9% | +5.6% | +6.0% |
| 3M | -1.8% | -15.5% | +13.7% | +2.6% |
| 6M | +1.4% | -30.2% | +31.7% | +10.3% |
| YTD | +10.5% | -26.8% | +37.4% | +17.1% |
| 1Y | +10.6% | -25.3% | +35.9% | +16.2% |
| 3Y | +41.8% | -7.8% | +49.6% | +29.7% |
| All | +5.4% | +17.0% | -11.6% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling