+171.4%
LII vs BG
+160.3%
+11.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | -11.2% | +10.3% | -21.5% | -13.3% |
| 3M | -28.8% | -1.9% | -26.9% | -28.6% |
| 6M | -26.9% | +5.2% | -32.2% | -28.1% |
| YTD | -22.2% | +41.2% | -63.4% | -28.5% |
| 1Y | -32.0% | +50.5% | -82.5% | -38.6% |
| 3Y | -0.4% | +19.9% | -20.4% | -6.7% |
| 5Y | +22.4% | +86.7% | -64.3% | +0.3% |
| 10Y | +171.4% | +167.5% | +4.0% | +88.1% |
| All | +171.4% | +160.3% | +11.1% | +88.1% |
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