+2,732.2%
LII vs ITOT
+875.1%
+1,857.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +2.9% | +2.5% | +0.5% | +0.3% |
| 30D | +0.9% | -1.7% | +2.6% | +2.5% |
| 3M | -15.5% | -3.4% | -12.2% | -12.7% |
| 6M | -30.2% | +2.1% | -32.3% | -31.6% |
| YTD | -26.8% | +11.5% | -38.3% | -34.3% |
| 1Y | -25.3% | +13.6% | -38.9% | -34.2% |
| 3Y | -7.8% | +77.2% | -85.0% | -48.3% |
| 5Y | +17.0% | +64.4% | -47.4% | -28.9% |
| 10Y | +169.9% | +288.6% | -118.7% | -36.4% |
| All | +2,732.2% | +875.1% | +1,857.1% | +115.1% |
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