+446.1%
LITE vs LII
+22.0%
+424.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.8% | -17.5% |
| 7D | -44.6% | +0.2% | -44.8% | -44.7% |
| 30D | -55.0% | -4.6% | -50.4% | -54.7% |
| 3M | -38.3% | -21.7% | -16.7% | -32.0% |
| 6M | -48.8% | -32.8% | -16.0% | -40.2% |
| YTD | +38.3% | -27.5% | +65.8% | +54.2% |
| 1Y | +119.0% | -28.0% | +147.0% | +145.0% |
| 3Y | +1,092.0% | -7.2% | +1,099.2% | +1,079.0% |
| 5Y | +446.1% | +22.6% | +423.5% | +336.8% |
| All | +446.1% | +22.0% | +424.1% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling