+2,934.4%
LII vs ES
+831.6%
+2,102.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.8% |
| 7D | +7.9% | +5.3% | +2.6% | +5.7% |
| 30D | -0.6% | +8.9% | -9.5% | -3.9% |
| 3M | -19.3% | -1.9% | -17.4% | -18.7% |
| 6M | -29.8% | +3.9% | -33.7% | -31.0% |
| YTD | -25.4% | +8.3% | -33.7% | -27.9% |
| 1Y | -26.2% | -0.1% | -26.1% | -26.7% |
| 3Y | -4.5% | +46.0% | -50.5% | -20.7% |
| 5Y | +26.7% | +3.1% | +23.6% | +20.8% |
| 10Y | +179.5% | +88.4% | +91.0% | +94.4% |
| All | +2,934.4% | +831.6% | +2,102.8% | +918.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling