+110.2%
LLY vs LII
+5.3%
+104.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.1% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -1.6% | -12.6% | +11.0% | +0.6% |
| 3M | +2.3% | -24.4% | +26.7% | +6.4% |
| 6M | +14.9% | -28.7% | +43.6% | +20.5% |
| YTD | +7.5% | -19.1% | +26.6% | +9.7% |
| 1Y | +55.7% | -29.7% | +85.4% | +62.8% |
| All | +110.2% | +5.3% | +104.9% | +114.1% |
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