+1,271.2%
LII vs BR
+1,321.0%
-49.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.5% | +2.9% |
| 7D | -0.7% | -5.3% | +4.6% | +2.0% |
| 30D | -12.6% | +6.4% | -19.1% | -15.6% |
| 3M | -24.4% | +13.6% | -38.1% | -29.9% |
| 6M | -28.7% | -6.7% | -22.0% | -27.4% |
| YTD | -19.1% | -21.1% | +2.0% | -10.8% |
| 1Y | -29.7% | -29.6% | -0.1% | -17.7% |
| 3Y | +4.8% | -2.4% | +7.2% | +2.6% |
| 5Y | +24.6% | +11.2% | +13.3% | +12.9% |
| 10Y | +169.2% | +191.8% | -22.6% | +41.5% |
| All | +1,271.2% | +1,321.0% | -49.8% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling