+7.3%
LII vs IRM
+103.0%
-95.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +0.4% |
| 7D | -0.7% | -0.5% | -0.3% | -0.5% |
| 30D | -12.6% | -8.1% | -4.5% | -9.5% |
| 3M | -24.4% | -9.7% | -14.8% | -21.1% |
| 6M | -28.7% | +10.0% | -38.7% | -31.9% |
| YTD | -19.1% | +43.0% | -62.1% | -31.3% |
| 1Y | -29.7% | +32.7% | -62.4% | -38.7% |
| All | +7.3% | +103.0% | -95.8% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling