+4,959.7%
LII vs IBB
+560.8%
+4,398.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.6% |
| 7D | -0.7% | +1.4% | -2.1% | -1.5% |
| 30D | -12.6% | +10.5% | -23.1% | -17.2% |
| 3M | -24.4% | +23.6% | -48.1% | -32.4% |
| 6M | -28.7% | +22.6% | -51.3% | -36.0% |
| YTD | -19.1% | +25.7% | -44.8% | -28.5% |
| 1Y | -29.7% | +51.4% | -81.1% | -43.4% |
| 3Y | +4.8% | +64.4% | -59.6% | -19.5% |
| 5Y | +24.6% | +22.1% | +2.4% | +10.0% |
| 10Y | +169.2% | +132.5% | +36.7% | +63.4% |
| All | +4,959.7% | +560.8% | +4,398.9% | +1,336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling