-8.6%
LII vs BUD
+49.3%
-57.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -0.6% | +4.5% | -5.1% | -1.8% |
| 30D | -4.6% | +12.5% | -17.1% | -7.6% |
| 3M | -21.2% | 0.0% | -21.2% | -21.4% |
| 6M | -36.4% | +3.8% | -40.2% | -37.5% |
| YTD | -28.9% | +33.1% | -62.0% | -34.8% |
| 1Y | -29.5% | +35.5% | -65.0% | -35.7% |
| 3Y | -8.6% | +49.4% | -58.0% | -23.4% |
| All | -8.6% | +49.3% | -57.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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