+226.8%
LOW vs LII
+167.7%
+59.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | +0.4% | +2.1% | -1.7% | -0.6% |
| 30D | -10.1% | -12.4% | +2.3% | -4.2% |
| 3M | -2.9% | -24.8% | +22.0% | +9.2% |
| 6M | -19.4% | -25.2% | +5.8% | -10.0% |
| YTD | -15.4% | -20.3% | +4.8% | -8.8% |
| 1Y | -24.9% | -32.9% | +8.0% | -12.2% |
| 3Y | -7.8% | +2.0% | -9.9% | -17.4% |
| 5Y | +8.4% | +24.4% | -16.1% | -15.7% |
| 10Y | +226.8% | +167.2% | +59.6% | +73.9% |
| All | +226.8% | +167.7% | +59.1% | +73.9% |
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