+4,081.8%
LLY vs LII
+2,790.7%
+1,291.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -0.9% | -3.3% |
| 7D | -0.7% | +0.2% | -0.8% | -0.7% |
| 30D | +17.9% | -4.6% | +22.5% | +18.7% |
| 3M | +16.8% | -21.7% | +38.5% | +21.6% |
| 6M | +38.4% | -32.8% | +71.2% | +46.8% |
| YTD | +27.6% | -27.5% | +55.1% | +33.2% |
| 1Y | +48.3% | -28.0% | +76.3% | +54.9% |
| 3Y | +145.4% | -7.2% | +152.6% | +141.8% |
| 5Y | +438.9% | +22.6% | +416.3% | +397.6% |
| 10Y | +2,101.6% | +171.5% | +1,930.1% | +1,638.5% |
| All | +4,081.8% | +2,790.7% | +1,291.2% | +2,137.2% |
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