+2,700.5%
LII vs ITOT
+878.9%
+1,821.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -0.2% | +3.3% | -3.5% | -3.5% |
| 30D | -0.6% | -2.5% | +1.9% | +1.8% |
| 3M | -17.0% | -2.3% | -14.7% | -15.2% |
| 6M | -31.1% | +3.0% | -34.2% | -33.1% |
| YTD | -27.7% | +11.9% | -39.6% | -35.3% |
| 1Y | -26.2% | +12.0% | -38.2% | -34.0% |
| 3Y | -9.6% | +77.8% | -87.4% | -49.6% |
| 5Y | +15.7% | +65.0% | -49.3% | -30.0% |
| 10Y | +166.9% | +290.1% | -123.3% | -37.4% |
| All | +2,700.5% | +878.9% | +1,821.6% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling