-6.7%
LII vs Z
-19.1%
+12.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.6% | +7.8% | -0.3% |
| 7D | +0.2% | -2.3% | +2.5% | +0.6% |
| 30D | -4.6% | +9.4% | -14.0% | -6.8% |
| 3M | -21.7% | -16.1% | -5.6% | -19.0% |
| 6M | -32.8% | -30.4% | -2.4% | -27.5% |
| YTD | -27.5% | -55.6% | +28.1% | -12.9% |
| 1Y | -28.0% | -58.5% | +30.5% | -11.9% |
| All | -6.7% | -19.1% | +12.3% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling