+24.4%
LII vs BR
+9.8%
+14.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.1% |
| 7D | +2.1% | -5.9% | +8.1% | +5.2% |
| 30D | -12.4% | +1.9% | -14.3% | -13.6% |
| 3M | -24.8% | +14.7% | -39.5% | -30.7% |
| 6M | -25.2% | -12.8% | -12.4% | -19.9% |
| YTD | -20.3% | -23.0% | +2.8% | -8.1% |
| 1Y | -32.9% | -31.7% | -1.3% | -16.3% |
| 3Y | +2.0% | -4.8% | +6.8% | +0.1% |
| 5Y | +24.4% | +7.8% | +16.6% | +6.4% |
| All | +24.4% | +9.8% | +14.6% | +6.4% |
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