+7.3%
LII vs IBB
+64.8%
-57.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.7% |
| 7D | -0.7% | +1.4% | -2.1% | -1.6% |
| 30D | -12.6% | +10.5% | -23.1% | -18.0% |
| 3M | -24.4% | +23.6% | -48.1% | -33.9% |
| 6M | -28.7% | +22.6% | -51.3% | -37.5% |
| YTD | -19.1% | +25.7% | -44.8% | -30.4% |
| 1Y | -29.7% | +51.4% | -81.1% | -46.2% |
| All | +7.3% | +64.8% | -57.6% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling