+3,421.9%
LLY vs LII
+3,124.4%
+297.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | +2.3% | -24.4% | +26.7% | +6.6% |
| 6M | +14.9% | -28.7% | +43.6% | +20.6% |
| YTD | +7.5% | -19.1% | +26.6% | +10.2% |
| 1Y | +55.7% | -29.7% | +85.4% | +63.2% |
| 3Y | +110.6% | +4.8% | +105.8% | +103.2% |
| 5Y | +363.4% | +24.6% | +338.9% | +327.3% |
| 10Y | +1,649.0% | +169.2% | +1,479.8% | +1,283.4% |
| All | +3,421.9% | +3,124.4% | +297.5% | +1,751.4% |
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