-29.6%
LEN vs LII
-27.8%
-1.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -6.4% | -2.3% | -4.1% | -5.3% |
| 30D | +15.6% | -1.7% | +17.3% | +16.3% |
| 3M | -0.8% | -18.3% | +17.5% | +8.8% |
| 6M | +0.4% | -32.3% | +32.7% | +17.2% |
| YTD | -14.1% | -27.1% | +13.0% | -5.4% |
| 1Y | -29.6% | -27.2% | -2.4% | -23.0% |
| All | -29.6% | -27.8% | -1.9% | -23.0% |
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