+4,436.1%
LII vs IBB
+554.8%
+3,881.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | -0.3% |
| 7D | +0.2% | -3.6% | +3.8% | +2.0% |
| 30D | -4.6% | +3.4% | -8.0% | -6.5% |
| 3M | -21.7% | +9.5% | -31.1% | -25.7% |
| 6M | -32.8% | +23.3% | -56.1% | -40.1% |
| YTD | -27.5% | +24.5% | -52.1% | -35.8% |
| 1Y | -28.0% | +32.9% | -60.9% | -38.3% |
| 3Y | -7.2% | +76.6% | -83.8% | -31.5% |
| 5Y | +22.6% | +35.5% | -12.9% | +2.7% |
| 10Y | +171.5% | +156.7% | +14.8% | +56.4% |
| All | +4,436.1% | +554.8% | +3,881.2% | +1,188.6% |
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