+702.4%
IYR vs LII
+4,080.2%
-3,377.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.1% |
| 7D | +2.0% | -0.6% | +2.6% | +2.2% |
| 30D | +8.2% | -4.6% | +12.8% | +9.6% |
| 3M | -1.7% | -21.2% | +19.5% | +6.3% |
| 6M | -0.4% | -36.4% | +36.1% | +14.2% |
| YTD | +9.9% | -28.9% | +38.8% | +19.8% |
| 1Y | +10.4% | -29.5% | +40.0% | +20.6% |
| 3Y | +38.4% | -8.6% | +47.0% | +32.8% |
| 5Y | +5.2% | +20.2% | -15.0% | -10.8% |
| 10Y | +83.8% | +166.2% | -82.4% | +12.6% |
| All | +702.4% | +4,080.2% | -3,377.8% | +131.8% |
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 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