+423.5%
LIN vs LII
+167.2%
+256.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | +0.2% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +6.4% | -4.6% | +11.0% | +7.5% |
| 3M | +6.5% | -21.7% | +28.1% | +14.3% |
| 6M | +4.9% | -32.8% | +37.7% | +16.3% |
| YTD | +23.4% | -27.5% | +51.0% | +32.1% |
| 1Y | +26.3% | -28.0% | +54.3% | +35.2% |
| 3Y | +38.0% | -7.2% | +45.2% | +27.6% |
| 5Y | +68.0% | +22.6% | +45.4% | +34.6% |
| All | +423.5% | +167.2% | +256.3% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling