+170.6%
LII vs BR
+271.1%
-100.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +0.4% | +5.0% | -4.6% | -1.9% |
| 30D | -2.4% | +16.6% | -19.0% | -9.3% |
| 3M | -17.5% | +12.0% | -29.5% | -22.1% |
| 6M | -32.8% | +30.7% | -63.6% | -41.8% |
| YTD | -27.7% | -11.9% | -15.8% | -24.1% |
| 1Y | -28.1% | -11.6% | -16.5% | -24.6% |
| 3Y | -9.7% | +15.0% | -24.7% | -18.2% |
| 5Y | +19.5% | +18.1% | +1.4% | +4.8% |
| 10Y | +170.6% | +278.6% | -108.0% | +37.2% |
| All | +170.6% | +271.1% | -100.5% | +37.2% |
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