+183.5%
MAR vs LII
+17.0%
+166.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +1.6% | +2.9% | -1.3% | +0.5% |
| 30D | +13.8% | +0.9% | +12.9% | +12.9% |
| 3M | +20.3% | -15.5% | +35.8% | +27.1% |
| 6M | +21.3% | -30.2% | +51.5% | +34.6% |
| YTD | +37.2% | -26.8% | +64.1% | +47.9% |
| 1Y | +48.4% | -25.3% | +73.7% | +58.3% |
| 3Y | +120.1% | -7.8% | +127.9% | +102.7% |
| All | +183.5% | +17.0% | +166.5% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling