+7.3%
LII vs M
+117.7%
-110.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.6% |
| 7D | -0.7% | +4.7% | -5.5% | -1.8% |
| 30D | -12.6% | -9.6% | -3.0% | -10.6% |
| 3M | -24.4% | +0.9% | -25.3% | -24.7% |
| 6M | -28.7% | +22.3% | -51.0% | -32.1% |
| YTD | -19.1% | +6.5% | -25.7% | -20.9% |
| 1Y | -29.7% | +38.8% | -68.5% | -35.3% |
| All | +7.3% | +117.7% | -110.4% | -15.4% |
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 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