-8.6%
LII vs BR
+13.3%
-21.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.4% |
| 7D | -0.6% | +6.5% | -7.1% | -2.7% |
| 30D | -4.6% | +18.9% | -23.5% | -9.8% |
| 3M | -21.2% | +16.3% | -37.5% | -25.3% |
| 6M | -36.4% | +26.2% | -62.6% | -41.7% |
| YTD | -28.9% | -13.1% | -15.8% | -21.9% |
| 1Y | -29.5% | -10.5% | -19.1% | -24.0% |
| 3Y | -8.6% | +13.3% | -21.9% | -18.1% |
| All | -8.6% | +13.3% | -21.8% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling