+24.4%
LII vs BG
+84.8%
-60.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.7% | -2.1% |
| 7D | +2.1% | +2.4% | -0.3% | +1.6% |
| 30D | -12.4% | +15.0% | -27.4% | -14.8% |
| 3M | -24.8% | -0.7% | -24.1% | -24.8% |
| 6M | -25.2% | +7.5% | -32.7% | -26.4% |
| YTD | -20.3% | +41.6% | -61.9% | -25.5% |
| 1Y | -32.9% | +50.7% | -83.6% | -38.2% |
| 3Y | +2.0% | +20.3% | -18.2% | -3.4% |
| 5Y | +24.4% | +85.2% | -60.8% | +4.5% |
| All | +24.4% | +84.8% | -60.3% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling