+168.9%
LII vs ITOT
+293.8%
-124.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.4% |
| 7D | -2.3% | -0.8% | -1.5% | -1.7% |
| 30D | -1.7% | -2.0% | +0.4% | 0.0% |
| 3M | -18.3% | -1.5% | -16.7% | -17.3% |
| 6M | -32.3% | +3.3% | -35.6% | -34.2% |
| YTD | -27.1% | +12.5% | -39.6% | -34.3% |
| 1Y | -27.2% | +12.6% | -39.8% | -34.5% |
| 3Y | -8.9% | +78.6% | -87.6% | -45.5% |
| 5Y | +19.7% | +67.0% | -47.3% | -24.1% |
| 10Y | +168.9% | +292.0% | -123.1% | -25.1% |
| All | +168.9% | +293.8% | -124.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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