+165.4%
LII vs M
-4.2%
+169.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.1% |
| 7D | -0.6% | -4.3% | +3.7% | +0.2% |
| 30D | -4.6% | +1.3% | -5.9% | -4.8% |
| 3M | -21.2% | -7.4% | -13.9% | -20.2% |
| 6M | -36.4% | +18.3% | -54.8% | -38.5% |
| YTD | -28.9% | +7.6% | -36.5% | -30.3% |
| 1Y | -29.5% | +17.4% | -46.9% | -32.0% |
| 3Y | -8.6% | +108.4% | -116.9% | -22.6% |
| 5Y | +20.2% | -10.6% | +30.8% | +11.6% |
| All | +165.4% | -4.2% | +169.5% | +105.9% |
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