+1,471.0%
LYV vs LII
+1,687.0%
-216.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.0% |
| 7D | -3.8% | +2.1% | -5.9% | -5.0% |
| 30D | -5.7% | -12.4% | +6.8% | +1.4% |
| 3M | +6.9% | -24.8% | +31.7% | +21.5% |
| 6M | +9.2% | -25.2% | +34.3% | +23.3% |
| YTD | +19.6% | -20.3% | +39.9% | +29.3% |
| 1Y | +0.6% | -32.9% | +33.6% | +19.3% |
| 3Y | +110.6% | +2.0% | +108.5% | +81.6% |
| 5Y | +96.6% | +24.4% | +72.2% | +43.8% |
| 10Y | +546.4% | +167.2% | +379.2% | +169.9% |
| All | +1,471.0% | +1,687.0% | -216.1% | +80.3% |
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