+2,419.6%
LOW vs LII
+2,796.3%
-376.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.6% |
| 7D | +6.4% | -1.2% | +7.6% | +6.9% |
| 30D | +25.6% | -2.0% | +27.5% | +26.2% |
| 3M | +4.6% | -20.2% | +24.8% | +13.2% |
| 6M | +2.5% | -32.5% | +35.1% | +16.3% |
| YTD | -1.6% | -27.4% | +25.7% | +8.0% |
| 1Y | +1.7% | -28.2% | +29.9% | +12.1% |
| 3Y | +29.4% | -7.2% | +36.7% | +27.4% |
| 5Y | +9.6% | +19.9% | -10.3% | -2.9% |
| 10Y | +313.3% | +168.6% | +144.7% | +177.1% |
| All | +2,419.6% | +2,796.3% | -376.7% | +651.3% |
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