+20.0%
LUV vs LII
+172.8%
-152.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +1.1% |
| 30D | +14.0% | -1.7% | +15.7% | +14.5% |
| 3M | +2.6% | -18.3% | +20.9% | +11.2% |
| 6M | +17.3% | -32.3% | +49.6% | +35.7% |
| YTD | +14.0% | -27.1% | +41.1% | +26.9% |
| 1Y | +47.9% | -27.2% | +75.1% | +64.6% |
| 3Y | +114.0% | -8.9% | +122.9% | +107.6% |
| 5Y | +3.2% | +19.7% | -16.5% | -14.7% |
| 10Y | +20.0% | +168.9% | -148.9% | -29.7% |
| All | +20.0% | +172.8% | -152.8% | -29.7% |
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