-25.3%
LII vs BG
+8.3%
-33.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.9% |
| 7D | +2.9% | +2.6% | +0.4% | +2.5% |
| 30D | +0.9% | -6.7% | +7.6% | +2.2% |
| 3M | -15.5% | -9.3% | -6.3% | -14.5% |
| 6M | -30.2% | -18.3% | -11.9% | -27.3% |
| YTD | -26.8% | +16.2% | -43.0% | -37.3% |
| 1Y | -25.3% | +7.6% | -32.9% | -32.3% |
| All | -25.3% | +8.3% | -33.6% | -32.3% |
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