+162.9%
LII vs ES
+96.6%
+66.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -0.2% | -1.1% | +0.9% | +0.2% |
| 30D | -0.6% | +8.2% | -8.8% | -3.2% |
| 3M | -17.0% | +0.6% | -17.6% | -17.2% |
| 6M | -31.1% | +6.0% | -37.1% | -32.5% |
| YTD | -27.7% | +9.3% | -37.0% | -29.9% |
| 1Y | -26.2% | +1.1% | -27.3% | -26.8% |
| 3Y | -9.6% | +51.9% | -61.5% | -23.5% |
| 5Y | +15.7% | +6.5% | +9.2% | +11.1% |
| All | +162.9% | +96.6% | +66.3% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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