+303.2%
JBL vs LII
+23.0%
+280.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +4.7% |
| 7D | -5.2% | -1.2% | -4.0% | -4.7% |
| 30D | -17.5% | -2.0% | -15.6% | -17.6% |
| 3M | -26.0% | -20.2% | -5.7% | -19.1% |
| 6M | -28.9% | -32.5% | +3.7% | -17.5% |
| YTD | +10.8% | -27.4% | +38.2% | +23.0% |
| 1Y | +18.3% | -28.2% | +46.5% | +31.9% |
| 3Y | +102.2% | -7.2% | +109.4% | +90.6% |
| 5Y | +303.2% | +19.9% | +283.3% | +221.4% |
| All | +303.2% | +23.0% | +280.2% | +221.4% |
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 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