+62.1%
LII vs BOXX
+18.4%
+43.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | -3.5% | 0.0% | -3.5% | -3.6% |
| 30D | -13.5% | +0.3% | -13.8% | -14.0% |
| 3M | -26.0% | +1.0% | -27.0% | -27.6% |
| 6M | -26.8% | +1.9% | -28.8% | -30.1% |
| YTD | -22.9% | +2.6% | -25.5% | -27.5% |
| 1Y | -32.6% | +4.0% | -36.6% | -38.0% |
| 3Y | -1.3% | +14.6% | -15.9% | -7.7% |
| All | +62.1% | +18.4% | +43.6% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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