-28.1%
LII vs IRM
+10.0%
-38.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.4% | -5.1% | +5.5% | +2.2% |
| 30D | -2.4% | -3.3% | +0.9% | -1.5% |
| 3M | -17.5% | -8.2% | -9.3% | -15.3% |
| 6M | -32.8% | -12.8% | -20.1% | -29.4% |
| YTD | -27.7% | +36.6% | -64.3% | -37.3% |
| 1Y | -28.1% | +11.9% | -40.0% | -31.3% |
| All | -28.1% | +10.0% | -38.0% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling