+165.9%
LII vs BR
+277.7%
-111.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +2.9% | +1.1% | +1.9% | +2.4% |
| 30D | +0.9% | +14.4% | -13.5% | -5.3% |
| 3M | -15.5% | +12.4% | -27.9% | -20.3% |
| 6M | -30.2% | +35.4% | -65.7% | -40.5% |
| YTD | -26.8% | -12.2% | -14.7% | -23.1% |
| 1Y | -25.3% | -12.7% | -12.5% | -21.1% |
| 3Y | -7.8% | +14.3% | -22.0% | -16.2% |
| 5Y | +17.0% | +19.3% | -2.3% | +2.2% |
| All | +165.9% | +277.7% | -111.8% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling