+293.7%
LUV vs LII
+3,124.4%
-2,830.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.9% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | -18.4% | -12.6% | -5.8% | -14.7% |
| 3M | -3.2% | -24.4% | +21.2% | +5.1% |
| 6M | -14.8% | -28.7% | +13.9% | -6.0% |
| YTD | -2.9% | -19.1% | +16.3% | +2.8% |
| 1Y | +29.6% | -29.7% | +59.3% | +43.1% |
| 3Y | +35.2% | +4.8% | +30.4% | +28.6% |
| 5Y | -11.7% | +24.6% | -36.2% | -22.3% |
| 10Y | +21.6% | +169.2% | -147.6% | -17.1% |
| All | +293.7% | +3,124.4% | -2,830.6% | +21.7% |
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 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