+2,848.5%
LII vs M
+82.5%
+2,766.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.0% | -1.3% |
| 7D | +0.2% | -2.1% | +2.3% | +0.7% |
| 30D | -4.6% | +7.7% | -12.3% | -6.4% |
| 3M | -21.7% | -4.4% | -17.3% | -20.9% |
| 6M | -32.8% | +27.5% | -60.3% | -37.2% |
| YTD | -27.5% | +12.8% | -40.3% | -30.5% |
| 1Y | -28.0% | +20.7% | -48.7% | -32.2% |
| 3Y | -7.2% | +111.3% | -118.5% | -28.3% |
| 5Y | +22.6% | -6.3% | +28.9% | +9.0% |
| 10Y | +171.5% | +1.5% | +170.1% | +89.9% |
| All | +2,848.5% | +82.5% | +2,766.0% | +1,068.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling