+929.6%
LII vs INDA
+119.4%
+810.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.7% |
| 7D | -0.6% | +6.6% | -7.3% | -3.4% |
| 30D | -4.6% | +10.4% | -15.0% | -8.8% |
| 3M | -21.2% | +1.5% | -22.8% | -21.8% |
| 6M | -36.4% | +1.7% | -38.2% | -36.9% |
| YTD | -28.9% | -5.8% | -23.1% | -27.0% |
| 1Y | -29.5% | -5.1% | -24.4% | -27.9% |
| 3Y | -8.6% | +16.0% | -24.6% | -14.5% |
| 5Y | +20.2% | +9.3% | +10.9% | +15.2% |
| 10Y | +166.2% | +102.1% | +64.1% | +95.2% |
| All | +929.6% | +119.4% | +810.2% | +599.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 all: compounded portfolio wealth divided by compounded INDA 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…
all analysis · Full analysis span regression · 6 months rolling