+170.6%
LII vs BG
+95.6%
+75.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +0.4% | +5.0% | -4.5% | -0.7% |
| 30D | -2.4% | -3.2% | +0.8% | -1.8% |
| 3M | -17.5% | -11.2% | -6.3% | -15.6% |
| 6M | -32.8% | -19.4% | -13.4% | -29.8% |
| YTD | -27.7% | +13.6% | -41.3% | -30.5% |
| 1Y | -28.1% | +7.3% | -35.3% | -29.9% |
| 3Y | -9.7% | +3.8% | -13.4% | -12.9% |
| 5Y | +19.5% | +23.2% | -3.7% | +7.8% |
| 10Y | +170.6% | +97.9% | +72.7% | +93.9% |
| All | +170.6% | +95.6% | +75.0% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling