+1,509.2%
JBL vs LII
+163.1%
+1,346.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.9% |
| 7D | +4.0% | +0.5% | +3.5% | +3.7% |
| 30D | -7.5% | -11.2% | +3.7% | -1.8% |
| 3M | -14.1% | -28.8% | +14.7% | +0.3% |
| 6M | +25.9% | -26.9% | +52.8% | +44.6% |
| YTD | +36.7% | -22.2% | +58.9% | +50.4% |
| 1Y | +49.0% | -32.0% | +81.0% | +74.8% |
| 3Y | +191.8% | -0.4% | +192.2% | +165.5% |
| 5Y | +409.8% | +22.4% | +387.3% | +298.8% |
| 10Y | +1,509.2% | +171.4% | +1,337.8% | +739.4% |
| All | +1,509.2% | +163.1% | +1,346.1% | +739.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling