+18.8%
LII vs IRM
+187.5%
-168.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.5% |
| 7D | +2.9% | +6.8% | -3.8% | -0.2% |
| 30D | +0.9% | +2.6% | -1.7% | -0.8% |
| 3M | -15.5% | -9.5% | -6.1% | -12.2% |
| 6M | -30.2% | -8.5% | -21.7% | -27.9% |
| YTD | -26.8% | +40.3% | -67.1% | -39.0% |
| 1Y | -25.3% | +28.7% | -54.0% | -35.1% |
| 3Y | -7.8% | +111.8% | -119.6% | -41.8% |
| All | +18.8% | +187.5% | -168.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling