+1,402.3%
LITE vs LII
+162.0%
+1,240.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +6.6% |
| 7D | -35.9% | -0.6% | -35.3% | -35.9% |
| 30D | -51.5% | -4.6% | -46.9% | -51.2% |
| 3M | -35.7% | -21.2% | -14.5% | -29.2% |
| 6M | -43.0% | -36.4% | -6.5% | -31.2% |
| YTD | +46.1% | -28.9% | +75.1% | +65.2% |
| 1Y | +124.7% | -29.5% | +154.2% | +155.2% |
| 3Y | +1,172.1% | -8.6% | +1,180.6% | +1,151.1% |
| 5Y | +477.0% | +20.2% | +456.8% | +378.9% |
| All | +1,402.3% | +162.0% | +1,240.4% | +571.9% |
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