+74.7%
LII vs REPL
+35.1%
+39.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -9.9% | -2.1% |
| 7D | -0.6% | +22.8% | -23.4% | -1.1% |
| 30D | -4.6% | +63.8% | -68.4% | -5.7% |
| 3M | -21.2% | +68.1% | -89.3% | -22.3% |
| 6M | -36.4% | +528.5% | -564.9% | -40.7% |
| YTD | -28.9% | +122.4% | -151.4% | -32.7% |
| 1Y | -29.5% | +154.4% | -183.9% | -33.7% |
| 3Y | -8.6% | +68.0% | -76.6% | -22.1% |
| 5Y | +20.2% | -35.4% | +55.6% | +7.9% |
| All | +74.7% | +35.1% | +39.5% | +35.0% |
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