+19.5%
LII vs Z
-56.4%
+75.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.0% |
| 7D | +0.4% | -6.5% | +6.9% | +1.9% |
| 30D | -2.4% | -0.1% | -2.3% | -2.6% |
| 3M | -17.5% | -14.1% | -3.4% | -15.0% |
| 6M | -32.8% | -30.1% | -2.8% | -27.5% |
| YTD | -27.7% | -57.5% | +29.8% | -12.1% |
| 1Y | -28.1% | -60.3% | +32.3% | -11.0% |
| 3Y | -9.7% | -21.0% | +11.4% | -10.4% |
| 5Y | +19.5% | -54.9% | +74.4% | +22.1% |
| All | +19.5% | -56.4% | +75.9% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling