+168.6%
LII vs Z
-11.7%
+180.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.5% |
| 7D | -1.2% | -5.2% | +4.0% | -0.3% |
| 30D | -2.0% | +5.7% | -7.7% | -3.1% |
| 3M | -20.2% | -8.7% | -11.5% | -19.3% |
| 6M | -32.5% | -26.0% | -6.6% | -29.5% |
| YTD | -27.4% | -55.0% | +27.7% | -17.8% |
| 1Y | -28.2% | -58.0% | +29.8% | -17.8% |
| 3Y | -7.2% | -15.2% | +7.9% | -7.4% |
| 5Y | +19.9% | -53.8% | +73.7% | +25.6% |
| 10Y | +168.6% | -14.5% | +183.2% | +135.4% |
| All | +168.6% | -11.7% | +180.3% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling