+3,586.8%
LITE vs LII
+248.5%
+3,338.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.6% | -11.5% | -9.5% |
| 7D | -31.4% | +7.9% | -39.3% | -34.1% |
| 30D | -42.6% | -0.6% | -42.0% | -43.4% |
| 3M | -26.2% | -19.3% | -6.9% | -19.9% |
| 6M | -35.8% | -29.8% | -5.9% | -26.7% |
| YTD | +70.0% | -25.4% | +95.4% | +87.1% |
| 1Y | +232.7% | -26.2% | +258.9% | +268.0% |
| 3Y | +1,365.7% | -4.5% | +1,370.3% | +1,318.7% |
| 5Y | +609.5% | +26.7% | +582.8% | +482.0% |
| 10Y | +1,721.9% | +179.5% | +1,542.5% | +944.9% |
| All | +3,586.8% | +248.5% | +3,338.2% | +2,193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling