-10.4%
LEN vs LII
+25.3%
-35.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.7% |
| 7D | -3.2% | -0.7% | -2.5% | -2.8% |
| 30D | -4.9% | -12.6% | +7.7% | +2.7% |
| 3M | -8.5% | -24.4% | +15.9% | +5.2% |
| 6M | -20.7% | -28.7% | +8.0% | -6.4% |
| YTD | -17.4% | -19.1% | +1.7% | -9.8% |
| 1Y | -38.2% | -29.7% | -8.5% | -27.1% |
| 3Y | -24.9% | +4.8% | -29.7% | -35.0% |
| All | -10.4% | +25.3% | -35.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling