+170.6%
LII vs IBN
+364.2%
-193.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.8% |
| 7D | +0.4% | +15.8% | -15.3% | -3.6% |
| 30D | -2.4% | +25.1% | -27.5% | -8.2% |
| 3M | -17.5% | +16.0% | -33.4% | -20.9% |
| 6M | -32.8% | +32.8% | -65.6% | -37.8% |
| YTD | -27.7% | +18.0% | -45.7% | -31.0% |
| 1Y | -28.1% | +15.9% | -44.0% | -31.1% |
| 3Y | -9.7% | +57.6% | -67.3% | -20.7% |
| 5Y | +19.5% | +74.7% | -55.2% | +1.9% |
| 10Y | +170.6% | +373.9% | -203.3% | +84.3% |
| All | +170.6% | +364.2% | -193.5% | +84.3% |
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