+2,053.0%
LLY vs LII
+166.1%
+1,886.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +22.4% | -0.6% | +22.9% | +22.3% |
| 3M | +17.1% | -17.0% | +34.1% | +21.4% |
| 6M | +44.6% | -31.1% | +75.8% | +54.0% |
| YTD | +33.5% | -27.7% | +61.1% | +40.1% |
| 1Y | +41.1% | -26.2% | +67.3% | +47.3% |
| 3Y | +143.8% | -9.6% | +153.4% | +139.1% |
| 5Y | +473.4% | +15.7% | +457.7% | +420.6% |
| All | +2,053.0% | +166.1% | +1,886.9% | +1,497.0% |
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