-7.8%
LII vs IBN
+57.3%
-65.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | +2.9% | +1.9% | +1.1% | +2.3% |
| 30D | +0.9% | +22.1% | -21.2% | -5.9% |
| 3M | -15.5% | +17.1% | -32.6% | -20.3% |
| 6M | -30.2% | +35.5% | -65.8% | -37.1% |
| YTD | -26.8% | +16.8% | -43.7% | -31.4% |
| 1Y | -25.3% | +12.4% | -37.7% | -29.3% |
| 3Y | -7.8% | +58.0% | -65.8% | -19.6% |
| All | -7.8% | +57.3% | -65.1% | -19.6% |
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 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