+1,163.0%
LEN vs LII
+3,124.4%
-1,961.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | -8.5% | -24.4% | +15.9% | +5.1% |
| 6M | -20.7% | -28.7% | +8.0% | -6.7% |
| YTD | -17.4% | -19.1% | +1.7% | -9.6% |
| 1Y | -38.2% | -29.7% | -8.5% | -27.2% |
| 3Y | -24.9% | +4.8% | -29.7% | -31.3% |
| 5Y | -11.4% | +24.6% | -36.0% | -27.7% |
| 10Y | +110.0% | +169.2% | -59.2% | +10.9% |
| All | +1,163.0% | +3,124.4% | -1,961.3% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling