+102.2%
JBL vs LII
-8.9%
+111.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +4.8% |
| 7D | -5.2% | -1.2% | -4.0% | -4.8% |
| 30D | -17.5% | -2.0% | -15.6% | -17.6% |
| 3M | -26.0% | -20.2% | -5.7% | -19.5% |
| 6M | -28.9% | -32.5% | +3.7% | -18.2% |
| YTD | +10.8% | -27.4% | +38.2% | +22.0% |
| 1Y | +18.3% | -28.2% | +46.5% | +30.7% |
| 3Y | +102.2% | -7.2% | +109.4% | +73.5% |
| All | +102.2% | -8.9% | +111.1% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling