+361.3%
LIN vs LII
+168.6%
+192.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.3% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -2.4% | -12.6% | +10.2% | +1.7% |
| 3M | -5.6% | -24.4% | +18.9% | +1.6% |
| 6M | -3.4% | -28.7% | +25.3% | +5.2% |
| YTD | +13.1% | -19.1% | +32.3% | +17.5% |
| 1Y | +2.5% | -29.7% | +32.2% | +11.1% |
| 3Y | +27.6% | +4.8% | +22.8% | +13.8% |
| 5Y | +63.0% | +24.6% | +38.5% | +31.8% |
| All | +361.3% | +168.6% | +192.7% | +183.5% |
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