-28.3%
LII vs IRE
-84.4%
+56.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.0% | -12.8% | +0.8% |
| 7D | -0.7% | +54.8% | -55.5% | -2.0% |
| 30D | -12.6% | +18.4% | -31.0% | -13.4% |
| 3M | -24.4% | -66.7% | +42.3% | -23.4% |
| 6M | -28.7% | -52.3% | +23.6% | -29.5% |
| YTD | -19.1% | -52.3% | +33.2% | -21.9% |
| All | -28.3% | -84.4% | +56.1% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling