-32.9%
LII vs IRM
+31.5%
-64.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +2.1% | +1.6% | +0.5% | +1.4% |
| 30D | -12.4% | -4.2% | -8.2% | -11.1% |
| 3M | -24.8% | -5.4% | -19.4% | -23.2% |
| 6M | -25.2% | +12.0% | -37.2% | -28.6% |
| YTD | -20.3% | +42.0% | -62.3% | -29.9% |
| 1Y | -32.9% | +29.9% | -62.8% | -39.4% |
| All | -32.9% | +31.5% | -64.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IRM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling