+78.1%
LII vs REPL
+25.1%
+53.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.8% |
| 7D | +0.2% | +15.1% | -14.9% | -0.1% |
| 30D | -4.6% | +51.1% | -55.7% | -5.5% |
| 3M | -21.7% | +69.2% | -90.9% | -22.7% |
| 6M | -32.8% | +597.6% | -630.4% | -37.6% |
| YTD | -27.5% | +106.0% | -133.5% | -31.3% |
| 1Y | -28.0% | +133.3% | -161.3% | -32.1% |
| 3Y | -7.2% | +41.0% | -48.2% | -20.1% |
| 5Y | +22.6% | -40.1% | +62.8% | +10.2% |
| All | +78.1% | +25.1% | +53.0% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling