+5,874.9%
LII vs BG
+1,131.5%
+4,743.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.4% |
| 7D | -0.7% | +2.8% | -3.5% | -1.5% |
| 30D | -12.6% | +12.0% | -24.6% | -15.3% |
| 3M | -24.4% | -7.7% | -16.7% | -23.0% |
| 6M | -28.7% | +4.5% | -33.2% | -29.9% |
| YTD | -19.1% | +35.7% | -54.8% | -25.6% |
| 1Y | -29.7% | +50.1% | -79.8% | -37.3% |
| 3Y | +4.8% | +12.6% | -7.8% | -1.0% |
| 5Y | +24.6% | +75.4% | -50.9% | +2.4% |
| 10Y | +169.2% | +150.5% | +18.7% | +89.7% |
| All | +5,874.9% | +1,131.5% | +4,743.5% | +3,459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling