-4.6%
LEN vs LII
+19.9%
-24.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.0% |
| 7D | +2.1% | -0.6% | +2.7% | +2.6% |
| 30D | +16.6% | -4.6% | +21.2% | +19.5% |
| 3M | +5.3% | -21.2% | +26.5% | +20.3% |
| 6M | -0.8% | -36.4% | +35.7% | +25.6% |
| YTD | -11.7% | -28.9% | +17.2% | +3.4% |
| 1Y | -24.6% | -29.5% | +4.9% | -11.2% |
| 3Y | -18.7% | -8.6% | -10.1% | -24.2% |
| All | -4.6% | +19.9% | -24.5% | -30.6% |
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