+2,790.8%
LII vs IRM
+3,036.1%
-245.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.3% |
| 7D | -0.6% | -8.6% | +8.0% | +2.6% |
| 30D | -4.6% | -8.0% | +3.4% | -1.9% |
| 3M | -21.2% | -12.0% | -9.2% | -17.9% |
| 6M | -36.4% | -18.2% | -18.3% | -31.8% |
| YTD | -28.9% | +31.4% | -60.3% | -36.7% |
| 1Y | -29.5% | +9.2% | -38.7% | -32.8% |
| 3Y | -8.6% | +94.6% | -103.1% | -31.2% |
| 5Y | +20.2% | +170.2% | -150.0% | -20.5% |
| 10Y | +166.2% | +464.3% | -298.1% | +27.2% |
| All | +2,790.8% | +3,036.1% | -245.2% | +634.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling