+230.2%
LII vs Z
+6.9%
+223.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.5% |
| 7D | -0.6% | -4.6% | +3.9% | +0.1% |
| 30D | -4.6% | +8.3% | -12.9% | -6.1% |
| 3M | -21.2% | -11.6% | -9.6% | -19.9% |
| 6M | -36.4% | -33.6% | -2.8% | -32.4% |
| YTD | -28.9% | -56.7% | +27.8% | -19.3% |
| 1Y | -29.5% | -59.1% | +29.6% | -19.2% |
| 3Y | -8.6% | -20.4% | +11.8% | -7.8% |
| 5Y | +20.2% | -55.3% | +75.5% | +26.7% |
| 10Y | +166.2% | -14.2% | +180.5% | +132.3% |
| All | +230.2% | +6.9% | +223.4% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling