+168.6%
LII vs IBN
+368.7%
-200.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | -1.2% | +14.6% | -15.8% | -4.8% |
| 30D | -2.0% | +23.5% | -25.5% | -7.5% |
| 3M | -20.2% | +14.0% | -34.2% | -23.1% |
| 6M | -32.5% | +31.1% | -63.7% | -37.3% |
| YTD | -27.4% | +16.6% | -43.9% | -30.5% |
| 1Y | -28.2% | +14.9% | -43.1% | -31.0% |
| 3Y | -7.2% | +56.9% | -64.1% | -18.5% |
| 5Y | +19.9% | +69.7% | -49.8% | +2.9% |
| 10Y | +168.6% | +365.4% | -196.7% | +83.6% |
| All | +168.6% | +368.7% | -200.0% | +83.6% |
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