+140.8%
LLY vs LII
-8.2%
+148.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | +6.7% | +2.9% | +3.8% | +6.2% |
| 30D | +19.6% | +0.9% | +18.7% | +19.2% |
| 3M | +19.7% | -15.5% | +35.2% | +22.9% |
| 6M | +42.7% | -30.2% | +72.9% | +49.8% |
| YTD | +35.1% | -26.8% | +62.0% | +40.0% |
| 1Y | +42.2% | -25.3% | +67.5% | +46.5% |
| 3Y | +140.8% | -7.8% | +148.5% | +159.1% |
| All | +140.8% | -8.2% | +148.9% | +159.1% |
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