+171.4%
LII vs ITOT
+293.9%
-122.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | +0.5% | -0.4% | +0.8% | +0.9% |
| 30D | -11.2% | -1.6% | -9.6% | -9.9% |
| 3M | -28.8% | +3.5% | -32.3% | -30.8% |
| 6M | -26.9% | +13.1% | -40.0% | -34.3% |
| YTD | -22.2% | +12.7% | -34.9% | -29.9% |
| 1Y | -32.0% | +18.3% | -50.3% | -41.3% |
| 3Y | -0.4% | +76.4% | -76.8% | -39.4% |
| 5Y | +22.4% | +73.8% | -51.3% | -24.5% |
| 10Y | +171.4% | +301.2% | -129.8% | -14.1% |
| All | +171.4% | +293.9% | -122.4% | -14.1% |
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