+165.4%
LII vs IBB
+156.3%
+9.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.8% |
| 7D | -0.6% | -1.8% | +1.2% | +0.2% |
| 30D | -4.6% | +5.1% | -9.7% | -7.1% |
| 3M | -21.2% | +10.7% | -31.9% | -25.6% |
| 6M | -36.4% | +22.9% | -59.3% | -43.1% |
| YTD | -28.9% | +26.7% | -55.6% | -37.5% |
| 1Y | -29.5% | +35.1% | -64.6% | -40.0% |
| 3Y | -8.6% | +80.2% | -88.8% | -32.6% |
| 5Y | +20.2% | +37.8% | -17.6% | -1.9% |
| All | +165.4% | +156.3% | +9.0% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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