+2,337.6%
LOW vs LII
+2,734.1%
-396.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +7.4% | -0.6% | +8.0% | +7.7% |
| 30D | +24.5% | -4.6% | +29.1% | +26.4% |
| 3M | +3.5% | -21.2% | +24.7% | +12.5% |
| 6M | -2.6% | -36.4% | +33.9% | +12.9% |
| YTD | -4.8% | -28.9% | +24.1% | +5.3% |
| 1Y | -0.8% | -29.5% | +28.7% | +10.0% |
| 3Y | +22.8% | -8.6% | +31.4% | +21.5% |
| 5Y | +5.3% | +20.2% | -14.9% | -6.8% |
| 10Y | +309.5% | +166.2% | +143.3% | +175.5% |
| All | +2,337.6% | +2,734.1% | -396.5% | +632.5% |
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 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