+27.6%
LII vs ES
-5.6%
+33.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.4% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -12.6% | -2.0% | -10.6% | -12.0% |
| 3M | -24.4% | +1.7% | -26.1% | -24.8% |
| 6M | -28.7% | -3.5% | -25.2% | -27.9% |
| YTD | -19.1% | +7.9% | -27.1% | -21.4% |
| 1Y | -29.7% | +17.2% | -46.9% | -34.0% |
| 3Y | +4.8% | +29.3% | -24.5% | -6.9% |
| All | +27.6% | -5.6% | +33.3% | +31.7% |
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