+165.4%
LII vs IRM
+456.9%
-291.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.3% |
| 7D | -0.6% | -8.6% | +8.0% | +2.8% |
| 30D | -4.6% | -8.0% | +3.4% | -1.8% |
| 3M | -21.2% | -12.0% | -9.2% | -17.7% |
| 6M | -36.4% | -18.2% | -18.3% | -31.6% |
| YTD | -28.9% | +31.4% | -60.3% | -37.1% |
| 1Y | -29.5% | +9.2% | -38.7% | -33.0% |
| 3Y | -8.6% | +94.6% | -103.1% | -32.6% |
| 5Y | +20.2% | +170.2% | -150.0% | -22.2% |
| All | +165.4% | +456.9% | -291.5% | +27.8% |
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