+415.4%
MAR vs LII
+167.7%
+247.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.7% |
| 7D | -1.7% | +2.1% | -3.8% | -2.6% |
| 30D | -6.9% | -12.4% | +5.5% | -1.5% |
| 3M | -15.8% | -24.8% | +9.0% | -7.0% |
| 6M | +1.9% | -25.2% | +27.1% | +12.0% |
| YTD | +6.6% | -20.3% | +26.9% | +13.2% |
| 1Y | +23.7% | -32.9% | +56.6% | +41.5% |
| 3Y | +64.6% | +2.0% | +62.5% | +46.5% |
| 5Y | +156.4% | +24.4% | +131.9% | +99.7% |
| 10Y | +415.4% | +167.2% | +248.1% | +166.2% |
| All | +415.4% | +167.7% | +247.7% | +166.2% |
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