+20.4%
LII vs BR
+19.3%
+1.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.0% |
| 7D | -0.6% | +6.5% | -7.1% | -3.7% |
| 30D | -4.6% | +18.9% | -23.5% | -12.6% |
| 3M | -21.2% | +16.3% | -37.5% | -27.4% |
| 6M | -36.4% | +26.2% | -62.6% | -44.5% |
| YTD | -28.9% | -13.1% | -15.8% | -22.9% |
| 1Y | -29.5% | -10.5% | -19.1% | -25.1% |
| 3Y | -8.6% | +13.3% | -21.9% | -19.1% |
| All | +20.4% | +19.3% | +1.2% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling