+3,030.2%
LII vs ITOT
+896.7%
+2,133.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.6% | 0.0% | -12.6% | -12.6% |
| 3M | -24.4% | +2.0% | -26.4% | -25.6% |
| 6M | -28.7% | +13.0% | -41.7% | -36.7% |
| YTD | -19.1% | +14.0% | -33.1% | -28.9% |
| 1Y | -29.7% | +19.9% | -49.6% | -41.3% |
| 3Y | +4.8% | +75.8% | -71.0% | -40.6% |
| 5Y | +24.6% | +73.8% | -49.3% | -28.3% |
| 10Y | +169.2% | +295.9% | -126.7% | -37.7% |
| All | +3,030.2% | +896.7% | +2,133.5% | +133.1% |
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 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