-8.6%
LII vs IBN
+51.2%
-59.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.1% | -3.4% |
| 7D | -0.6% | +15.1% | -15.7% | -5.5% |
| 30D | -4.6% | +21.6% | -26.2% | -11.0% |
| 3M | -21.2% | +11.2% | -32.4% | -24.3% |
| 6M | -36.4% | +27.8% | -64.2% | -41.6% |
| YTD | -28.9% | +14.7% | -43.6% | -32.9% |
| 1Y | -29.5% | +14.4% | -43.9% | -33.5% |
| 3Y | -8.6% | +52.1% | -60.7% | -19.8% |
| All | -8.6% | +51.2% | -59.8% | -19.8% |
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