+69.8%
LII vs BOXX
+18.4%
+51.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | -12.6% | +0.4% | -13.0% | -13.3% |
| 3M | -24.4% | +1.0% | -25.5% | -26.1% |
| 6M | -28.7% | +2.0% | -30.7% | -31.9% |
| YTD | -19.1% | +2.6% | -21.8% | -24.0% |
| 1Y | -29.7% | +4.1% | -33.8% | -35.4% |
| 3Y | +4.8% | +14.7% | -9.9% | -1.4% |
| All | +69.8% | +18.4% | +51.4% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling