-27.2%
LII vs M
+25.7%
-52.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -2.3% | -3.3% | +1.0% | -1.4% |
| 30D | -1.7% | +8.1% | -9.8% | -4.0% |
| 3M | -18.3% | +2.2% | -20.5% | -18.9% |
| 6M | -32.3% | +35.1% | -67.4% | -38.1% |
| YTD | -27.1% | +15.8% | -42.9% | -30.5% |
| 1Y | -27.2% | +25.8% | -53.0% | -33.5% |
| All | -27.2% | +25.7% | -52.9% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling