+168.6%
LII vs M
+3.7%
+164.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +0.7% |
| 7D | -1.2% | +2.5% | -3.7% | -1.7% |
| 30D | -2.0% | +10.1% | -12.0% | -3.6% |
| 3M | -20.2% | -0.9% | -19.3% | -20.2% |
| 6M | -32.5% | +30.2% | -62.7% | -35.9% |
| YTD | -27.4% | +16.3% | -43.7% | -29.8% |
| 1Y | -28.2% | +27.0% | -55.1% | -31.7% |
| 3Y | -7.2% | +154.5% | -161.7% | -24.1% |
| 5Y | +19.9% | -1.1% | +21.0% | +9.4% |
| 10Y | +168.6% | +0.5% | +168.1% | +104.9% |
| All | +168.6% | +3.7% | +164.9% | +104.9% |
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