-8.1%
LII vs ITOT
+79.2%
-87.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.7% |
| 7D | -2.3% | -0.8% | -1.5% | -1.6% |
| 30D | -1.7% | -2.0% | +0.4% | +0.4% |
| 3M | -18.3% | -1.5% | -16.7% | -17.1% |
| 6M | -32.3% | +3.3% | -35.6% | -34.7% |
| YTD | -27.1% | +12.5% | -39.6% | -36.0% |
| 1Y | -27.2% | +12.6% | -39.8% | -36.2% |
| All | -8.1% | +79.2% | -87.3% | -50.9% |
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