-8.6%
LII vs M
+100.8%
-109.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.9% |
| 7D | -0.6% | -4.3% | +3.7% | +0.4% |
| 30D | -4.6% | +1.3% | -5.9% | -4.8% |
| 3M | -21.2% | -7.4% | -13.9% | -19.9% |
| 6M | -36.4% | +18.3% | -54.8% | -39.0% |
| YTD | -28.9% | +7.6% | -36.5% | -30.7% |
| 1Y | -29.5% | +17.4% | -46.9% | -32.6% |
| 3Y | -8.6% | +108.4% | -116.9% | -24.9% |
| All | -8.6% | +100.8% | -109.4% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling