+27.6%
LII vs EFV
+96.9%
-69.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.7% | +1.5% | -2.2% | -2.1% |
| 30D | -12.6% | +1.7% | -14.3% | -14.0% |
| 3M | -24.4% | +8.6% | -33.1% | -30.2% |
| 6M | -28.7% | +11.7% | -40.4% | -35.6% |
| YTD | -19.1% | +19.3% | -38.4% | -31.3% |
| 1Y | -29.7% | +30.2% | -59.9% | -44.8% |
| 3Y | +4.8% | +91.6% | -86.8% | -41.4% |
| All | +27.6% | +96.9% | -69.2% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling