+79.8%
LII vs REPL
+36.8%
+43.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +0.9% | +92.2% | -91.3% | -0.6% |
| 3M | -15.5% | +44.1% | -59.6% | -16.3% |
| 6M | -30.2% | +313.0% | -343.2% | -33.9% |
| YTD | -26.8% | +125.2% | -152.0% | -30.8% |
| 1Y | -25.3% | +143.8% | -169.0% | -29.6% |
| 3Y | -7.8% | +104.2% | -112.0% | -22.7% |
| 5Y | +17.0% | -34.5% | +51.5% | +4.9% |
| All | +79.8% | +36.8% | +43.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling