+313.3%
LOW vs LII
+170.7%
+142.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.3% |
| 7D | +6.4% | -1.2% | +7.6% | +7.1% |
| 30D | +25.6% | -2.0% | +27.5% | +26.3% |
| 3M | +4.6% | -20.2% | +24.8% | +16.1% |
| 6M | +2.5% | -32.5% | +35.1% | +20.8% |
| YTD | -1.6% | -27.4% | +25.7% | +10.6% |
| 1Y | +1.7% | -28.2% | +29.9% | +14.8% |
| 3Y | +29.4% | -7.2% | +36.7% | +21.3% |
| 5Y | +9.6% | +19.9% | -10.3% | -13.7% |
| 10Y | +313.3% | +168.6% | +144.7% | +120.5% |
| All | +313.3% | +170.7% | +142.6% | +120.5% |
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