+167.2%
LII vs IBN
+312.4%
-145.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -0.7% |
| 7D | +2.1% | -2.2% | +4.3% | +2.7% |
| 30D | -12.4% | -2.3% | -10.1% | -11.9% |
| 3M | -24.8% | +15.9% | -40.7% | -27.6% |
| 6M | -25.2% | +5.6% | -30.8% | -26.2% |
| YTD | -20.3% | -0.1% | -20.2% | -20.3% |
| 1Y | -32.9% | -6.5% | -26.4% | -32.1% |
| 3Y | +2.0% | +29.3% | -27.3% | -5.2% |
| 5Y | +24.4% | +56.6% | -32.1% | +10.1% |
| 10Y | +167.2% | +314.4% | -147.1% | +99.1% |
| All | +167.2% | +312.4% | -145.1% | +99.1% |
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