-42.4%
LEN vs LII
-32.7%
-9.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.5% | -3.2% |
| 7D | -2.9% | +2.1% | -5.0% | -3.8% |
| 30D | -8.9% | -12.4% | +3.6% | -3.3% |
| 3M | -10.9% | -24.8% | +13.9% | -1.0% |
| 6M | -19.7% | -25.2% | +5.5% | -10.6% |
| YTD | -20.6% | -20.3% | -0.3% | -14.1% |
| 1Y | -42.4% | -32.9% | -9.5% | -35.1% |
| All | -42.4% | -32.7% | -9.7% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling