-32.6%
LII vs ITOT
+16.9%
-49.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.1% |
| 7D | -3.5% | -2.0% | -1.4% | -0.6% |
| 30D | -13.5% | -2.0% | -11.6% | -11.0% |
| 3M | -26.0% | +4.5% | -30.6% | -29.9% |
| 6M | -26.8% | +12.6% | -39.5% | -37.0% |
| YTD | -22.9% | +12.0% | -34.8% | -33.4% |
| 1Y | -32.6% | +17.3% | -49.9% | -46.7% |
| All | -32.6% | +16.9% | -49.6% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling