-25.3%
LII vs Z
-58.2%
+32.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.3% | +0.6% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +0.9% | +5.2% | -4.3% | +0.6% |
| 3M | -15.5% | -17.0% | +1.5% | -14.3% |
| 6M | -30.2% | -22.7% | -7.5% | -28.5% |
| YTD | -26.8% | -56.3% | +29.5% | -18.5% |
| 1Y | -25.3% | -57.7% | +32.4% | -16.5% |
| All | -25.3% | -58.2% | +32.9% | -16.5% |
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