+168.6%
LII vs EFV
+165.2%
+3.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | 0.0% |
| 7D | -1.2% | +1.7% | -2.9% | -2.5% |
| 30D | -2.0% | +3.4% | -5.4% | -4.5% |
| 3M | -20.2% | -1.7% | -18.6% | -19.1% |
| 6M | -32.5% | +6.4% | -38.9% | -35.8% |
| YTD | -27.4% | +16.3% | -43.6% | -35.3% |
| 1Y | -28.2% | +22.9% | -51.1% | -38.7% |
| 3Y | -7.2% | +92.8% | -100.1% | -43.5% |
| 5Y | +19.9% | +93.5% | -73.6% | -27.4% |
| 10Y | +168.6% | +162.1% | +6.5% | +31.1% |
| All | +168.6% | +165.2% | +3.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling