+46.3%
LYB vs LII
+165.8%
-119.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.2% |
| 7D | +0.3% | -6.3% | +6.5% | +2.9% |
| 30D | +2.5% | -13.0% | +15.5% | +8.2% |
| 3M | +1.4% | -29.0% | +30.4% | +13.1% |
| 6M | -3.5% | -27.7% | +24.2% | +4.3% |
| YTD | +52.0% | -24.2% | +76.2% | +60.4% |
| 1Y | +22.1% | -34.8% | +56.9% | +37.9% |
| 3Y | -22.8% | -4.2% | -18.5% | -31.1% |
| 5Y | -3.4% | +20.9% | -24.2% | -26.3% |
| All | +46.3% | +165.8% | -119.6% | -19.6% |
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