-32.0%
LII vs BG
+49.9%
-81.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -11.2% | +10.3% | -21.5% | -12.7% |
| 3M | -28.8% | -1.9% | -26.9% | -28.7% |
| 6M | -26.9% | +5.2% | -32.2% | -27.8% |
| YTD | -22.2% | +41.2% | -63.4% | -25.8% |
| 1Y | -32.0% | +50.5% | -82.5% | -35.2% |
| All | -32.0% | +49.9% | -81.9% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling