+2,043.2%
LLY vs LII
+162.0%
+1,881.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | +13.9% | -4.6% | +18.5% | +14.8% |
| 3M | +13.8% | -21.2% | +35.0% | +19.1% |
| 6M | +37.6% | -36.4% | +74.1% | +49.1% |
| YTD | +26.6% | -28.9% | +55.5% | +33.3% |
| 1Y | +45.3% | -29.5% | +74.9% | +53.2% |
| 3Y | +132.2% | -8.6% | +140.8% | +127.2% |
| 5Y | +434.7% | +20.2% | +414.5% | +380.8% |
| All | +2,043.2% | +162.0% | +1,881.2% | +1,525.3% |
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