+146.2%
LEN vs LII
+172.8%
-26.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | -6.4% | -2.3% | -4.1% | -5.0% |
| 30D | +15.6% | -1.7% | +17.3% | +16.6% |
| 3M | -0.8% | -18.3% | +17.5% | +12.1% |
| 6M | +0.4% | -32.3% | +32.7% | +24.5% |
| YTD | -14.1% | -27.1% | +13.0% | +0.4% |
| 1Y | -29.6% | -27.2% | -2.4% | -17.7% |
| 3Y | -23.1% | -8.9% | -14.2% | -26.9% |
| 5Y | -8.9% | +19.7% | -28.5% | -30.7% |
| 10Y | +146.2% | +168.9% | -22.7% | +8.3% |
| All | +146.2% | +172.8% | -26.6% | +8.3% |
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