-37.0%
LII vs IRE
-97.2%
+60.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +39.6% | -41.5% | -2.6% |
| 7D | -0.6% | -27.2% | +26.6% | -0.4% |
| 30D | -4.6% | -75.1% | +70.5% | -2.2% |
| 3M | -21.2% | -77.9% | +56.6% | -19.4% |
| 6M | -36.4% | -94.6% | +58.1% | -33.6% |
| YTD | -28.9% | -91.5% | +62.6% | -29.0% |
| 1Y | -29.5% | -97.8% | +68.3% | -27.9% |
| All | -37.0% | -97.2% | +60.3% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling