-26.2%
LII vs Z
-54.2%
+28.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.8% | +2.3% |
| 7D | +7.9% | +10.2% | -2.3% | +6.4% |
| 30D | -0.6% | +23.7% | -24.3% | -3.0% |
| 3M | -19.3% | -6.6% | -12.8% | -19.5% |
| 6M | -29.8% | -23.0% | -6.8% | -28.5% |
| YTD | -25.4% | -50.3% | +24.9% | -18.3% |
| 1Y | -26.2% | -53.6% | +27.4% | -17.4% |
| All | -26.2% | -54.2% | +28.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling