-26.2%
LII vs IRE
-97.6%
+71.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.2% | +26.8% | +4.0% |
| 7D | +7.9% | -46.8% | +54.7% | +8.9% |
| 30D | -0.6% | -75.5% | +74.9% | +2.0% |
| 3M | -19.3% | -79.4% | +60.1% | -17.3% |
| 6M | -29.8% | -91.3% | +61.4% | -27.6% |
| YTD | -25.4% | -90.8% | +65.4% | -25.3% |
| 1Y | -26.2% | -97.7% | +71.5% | -25.6% |
| All | -26.2% | -97.6% | +71.4% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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