+168.9%
LII vs IRM
+514.0%
-345.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -2.3% | -5.3% | +3.0% | -0.4% |
| 30D | -1.7% | -2.3% | +0.6% | -1.2% |
| 3M | -18.3% | -7.4% | -10.9% | -16.3% |
| 6M | -32.3% | -12.2% | -20.1% | -29.2% |
| YTD | -27.1% | +38.6% | -65.8% | -36.9% |
| 1Y | -27.2% | +14.9% | -42.1% | -32.2% |
| 3Y | -8.9% | +108.2% | -117.1% | -34.6% |
| 5Y | +19.7% | +183.8% | -164.2% | -24.1% |
| 10Y | +168.9% | +512.6% | -343.7% | +24.5% |
| All | +168.9% | +514.0% | -345.1% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling