+2.0%
LII vs ITOT
+77.4%
-75.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | +2.1% | +0.7% | +1.4% | +1.3% |
| 30D | -12.4% | -1.1% | -11.3% | -11.2% |
| 3M | -24.8% | +3.9% | -28.7% | -27.7% |
| 6M | -25.2% | +14.7% | -39.9% | -35.5% |
| YTD | -20.3% | +13.3% | -33.6% | -30.4% |
| 1Y | -32.9% | +19.1% | -52.1% | -44.6% |
| 3Y | +2.0% | +77.3% | -75.3% | -45.1% |
| All | +2.0% | +77.4% | -75.4% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling