+167.2%
LII vs EFV
+163.3%
+3.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | +2.1% | +1.0% | +1.1% | +1.3% |
| 30D | -12.4% | +0.2% | -12.6% | -12.5% |
| 3M | -24.8% | +9.6% | -34.4% | -30.1% |
| 6M | -25.2% | +14.0% | -39.2% | -32.4% |
| YTD | -20.3% | +18.5% | -38.7% | -30.0% |
| 1Y | -32.9% | +27.9% | -60.8% | -44.5% |
| 3Y | +2.0% | +92.4% | -90.4% | -37.7% |
| 5Y | +24.4% | +97.2% | -72.7% | -25.7% |
| 10Y | +167.2% | +163.0% | +4.2% | +33.0% |
| All | +167.2% | +163.3% | +3.9% | +33.0% |
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