+1,563.7%
LITE vs LII
+5.3%
+1,558.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.4% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | +6.7% | -12.6% | +19.3% | +13.8% |
| 3M | -6.8% | -24.4% | +17.7% | +5.4% |
| 6M | +29.4% | -28.7% | +58.1% | +50.5% |
| YTD | +139.1% | -19.1% | +158.2% | +157.0% |
| 1Y | +521.0% | -29.7% | +550.7% | +619.3% |
| All | +1,563.7% | +5.3% | +1,558.4% | +1,470.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling