+22.6%
LII vs ES
+5.0%
+17.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.6% |
| 7D | +0.2% | +5.9% | -5.7% | -1.9% |
| 30D | -4.6% | +10.2% | -14.8% | -7.8% |
| 3M | -21.7% | +0.4% | -22.1% | -21.8% |
| 6M | -32.8% | +6.9% | -39.7% | -34.4% |
| YTD | -27.5% | +10.5% | -38.0% | -30.1% |
| 1Y | -28.0% | +3.2% | -31.2% | -29.2% |
| 3Y | -7.2% | +49.0% | -56.3% | -22.9% |
| 5Y | +22.6% | +4.5% | +18.1% | +23.3% |
| All | +22.6% | +5.0% | +17.6% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling