-7.1%
LOW vs LII
+6.0%
-13.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -7.0% | -12.6% | +5.6% | -2.4% |
| 3M | -0.9% | -24.4% | +23.6% | +8.0% |
| 6M | -20.1% | -28.7% | +8.6% | -11.4% |
| YTD | -13.9% | -19.1% | +5.2% | -9.3% |
| 1Y | -21.1% | -29.7% | +8.6% | -12.7% |
| All | -7.1% | +6.0% | -13.0% | -13.5% |
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 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