+3,188.9%
LII vs M
+72.4%
+3,116.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.5% |
| 7D | -0.7% | +4.7% | -5.5% | -1.9% |
| 30D | -12.6% | -9.6% | -3.0% | -10.4% |
| 3M | -24.4% | +0.9% | -25.3% | -24.8% |
| 6M | -28.7% | +22.3% | -51.0% | -32.6% |
| YTD | -19.1% | +6.5% | -25.7% | -21.2% |
| 1Y | -29.7% | +38.8% | -68.5% | -36.2% |
| 3Y | +4.8% | +115.9% | -111.1% | -19.5% |
| 5Y | +24.6% | +28.6% | -4.1% | +1.0% |
| 10Y | +169.2% | -2.5% | +171.7% | +90.0% |
| All | +3,188.9% | +72.4% | +3,116.5% | +1,225.0% |
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