+143.7%
LEN vs LII
+166.2%
-22.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.1% |
| 7D | +0.7% | +0.4% | +0.2% | +0.5% |
| 30D | +13.0% | -2.4% | +15.4% | +14.4% |
| 3M | +1.9% | -17.5% | +19.4% | +14.4% |
| 6M | -0.7% | -32.8% | +32.1% | +23.7% |
| YTD | -13.8% | -27.7% | +13.9% | +1.3% |
| 1Y | -28.1% | -28.1% | 0.0% | -15.2% |
| 3Y | -22.8% | -9.7% | -13.2% | -26.2% |
| 5Y | -7.4% | +19.5% | -26.9% | -29.5% |
| 10Y | +143.7% | +170.6% | -26.9% | +7.2% |
| All | +143.7% | +166.2% | -22.5% | +7.2% |
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