-28.1%
LII vs IBN
+16.2%
-44.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -1.1% |
| 7D | +0.4% | +15.8% | -15.3% | -7.6% |
| 30D | -2.4% | +25.1% | -27.5% | -14.1% |
| 3M | -17.5% | +16.0% | -33.4% | -24.3% |
| 6M | -32.8% | +32.8% | -65.6% | -43.1% |
| YTD | -27.7% | +18.0% | -45.7% | -36.3% |
| 1Y | -28.1% | +15.9% | -44.0% | -36.1% |
| All | -28.1% | +16.2% | -44.2% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling