+168.9%
LII vs IBN
+389.8%
-221.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.3% | +11.1% | -13.4% | -5.1% |
| 30D | -1.7% | +23.9% | -25.5% | -7.3% |
| 3M | -18.3% | +16.3% | -34.6% | -21.7% |
| 6M | -32.3% | +34.2% | -66.5% | -37.5% |
| YTD | -27.1% | +17.6% | -44.7% | -30.4% |
| 1Y | -27.2% | +13.8% | -41.0% | -29.9% |
| 3Y | -8.9% | +57.0% | -66.0% | -20.0% |
| 5Y | +19.7% | +75.3% | -55.7% | +1.9% |
| 10Y | +168.9% | +388.7% | -219.8% | +82.1% |
| All | +168.9% | +389.8% | -221.0% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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