-38.1%
LII vs ZYBT
-57.8%
+19.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -3.5% | -2.5% | -1.0% | -3.5% |
| 30D | -13.5% | -1.2% | -12.3% | -13.5% |
| 3M | -26.0% | +76.7% | -102.7% | -25.0% |
| 6M | -26.8% | +103.6% | -130.4% | -26.3% |
| YTD | -22.9% | +38.3% | -61.1% | -21.8% |
| 1Y | -32.6% | -84.7% | +52.1% | -29.2% |
| All | -38.1% | -57.8% | +19.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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