-21.0%
LEN vs LII
+5.3%
-26.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.6% |
| 7D | -3.2% | -0.7% | -2.5% | -2.9% |
| 30D | -4.9% | -12.6% | +7.7% | +1.7% |
| 3M | -8.5% | -24.4% | +15.9% | +3.3% |
| 6M | -20.7% | -28.7% | +8.0% | -8.1% |
| YTD | -17.4% | -19.1% | +1.7% | -10.6% |
| 1Y | -38.2% | -29.7% | -8.5% | -28.5% |
| All | -21.0% | +5.3% | -26.3% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling