+162.2%
LEN vs LII
+170.7%
-8.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +1.8% |
| 7D | +0.6% | -1.2% | +1.8% | +1.5% |
| 30D | +19.4% | -2.0% | +21.4% | +20.6% |
| 3M | +4.5% | -20.2% | +24.8% | +19.8% |
| 6M | +4.9% | -32.5% | +37.5% | +30.3% |
| YTD | -8.9% | -27.4% | +18.5% | +6.7% |
| 1Y | -23.0% | -28.2% | +5.2% | -9.1% |
| 3Y | -16.7% | -7.2% | -9.5% | -21.8% |
| 5Y | -4.5% | +19.9% | -24.4% | -27.4% |
| 10Y | +162.2% | +168.6% | -6.5% | +18.3% |
| All | +162.2% | +170.7% | -8.6% | +18.3% |
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