+168.9%
LII vs M
-5.1%
+174.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -2.3% | -3.3% | +1.0% | -1.8% |
| 30D | -1.7% | +8.1% | -9.8% | -3.1% |
| 3M | -18.3% | +2.2% | -20.5% | -18.7% |
| 6M | -32.3% | +35.1% | -67.4% | -36.1% |
| YTD | -27.1% | +15.8% | -42.9% | -29.5% |
| 1Y | -27.2% | +25.8% | -53.0% | -30.6% |
| 3Y | -8.9% | +156.2% | -165.2% | -25.6% |
| 5Y | +19.7% | -2.4% | +22.0% | +9.4% |
| 10Y | +168.9% | -7.1% | +176.0% | +111.4% |
| All | +168.9% | -5.1% | +174.0% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling