+7.3%
LII vs IBN
+32.1%
-24.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | -12.6% | -0.3% | -12.3% | -12.6% |
| 3M | -24.4% | +17.1% | -41.5% | -28.4% |
| 6M | -28.7% | +3.4% | -32.1% | -30.0% |
| YTD | -19.1% | +2.5% | -21.7% | -20.5% |
| 1Y | -29.7% | -4.2% | -25.5% | -29.8% |
| All | +7.3% | +32.1% | -24.8% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling