+5,243.4%
LII vs BG
+931.4%
+4,312.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +0.4% | +5.0% | -4.5% | -0.8% |
| 30D | -2.4% | -3.2% | +0.8% | -1.8% |
| 3M | -17.5% | -11.2% | -6.3% | -15.4% |
| 6M | -32.8% | -19.4% | -13.4% | -29.5% |
| YTD | -27.7% | +13.6% | -41.3% | -30.7% |
| 1Y | -28.1% | +7.3% | -35.3% | -30.0% |
| 3Y | -9.7% | +3.8% | -13.4% | -13.2% |
| 5Y | +19.5% | +23.2% | -3.7% | +7.4% |
| 10Y | +170.6% | +97.9% | +72.7% | +102.3% |
| All | +5,243.4% | +931.4% | +4,312.0% | +3,217.2% |
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 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