+171.4%
LII vs BR
+185.2%
-13.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +0.5% | -5.0% | +5.5% | +2.9% |
| 30D | -11.2% | -2.5% | -8.8% | -10.4% |
| 3M | -28.8% | +13.5% | -42.3% | -33.6% |
| 6M | -26.9% | -9.4% | -17.5% | -24.2% |
| YTD | -22.2% | -23.3% | +1.1% | -12.7% |
| 1Y | -32.0% | -31.6% | -0.4% | -18.9% |
| 3Y | -0.4% | -5.1% | +4.6% | -0.8% |
| 5Y | +22.4% | +8.2% | +14.3% | +12.3% |
| 10Y | +171.4% | +189.8% | -18.4% | +59.1% |
| All | +171.4% | +185.2% | -13.8% | +59.1% |
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