+700.6%
IYR vs LII
+4,655.7%
-3,955.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -2.9% | -12.6% | +9.8% | +1.7% |
| 3M | +0.8% | -24.4% | +25.3% | +9.4% |
| 6M | +1.9% | -28.7% | +30.6% | +11.9% |
| YTD | +9.6% | -19.1% | +28.8% | +14.7% |
| 1Y | +8.1% | -29.7% | +37.8% | +18.2% |
| 3Y | +29.2% | +4.8% | +24.4% | +18.4% |
| 5Y | +4.3% | +24.6% | -20.3% | -12.3% |
| 10Y | +64.7% | +169.2% | -104.5% | +1.0% |
| All | +700.6% | +4,655.7% | -3,955.1% | +122.0% |
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 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