-35.7%
LII vs IRE
-98.0%
+62.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -33.9% | +31.1% | -2.2% |
| 7D | +0.2% | -57.1% | +57.3% | +1.5% |
| 30D | -4.6% | -84.4% | +79.8% | -1.1% |
| 3M | -21.7% | -85.0% | +63.3% | -19.1% |
| 6M | -32.8% | -95.2% | +62.4% | -29.7% |
| YTD | -27.5% | -93.9% | +66.4% | -27.1% |
| 1Y | -28.0% | -98.8% | +70.9% | -25.3% |
| All | -35.7% | -98.0% | +62.3% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling