+158.0%
MAR vs LII
+19.9%
+138.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | +4.3% | -0.6% | +4.9% | +4.5% |
| 30D | +16.8% | -4.6% | +21.4% | +18.2% |
| 3M | +16.0% | -21.2% | +37.2% | +25.7% |
| 6M | +16.5% | -36.4% | +52.9% | +34.0% |
| YTD | +35.0% | -28.9% | +64.0% | +47.0% |
| 1Y | +49.4% | -29.5% | +78.9% | +62.9% |
| 3Y | +124.1% | -8.6% | +132.6% | +106.9% |
| All | +158.0% | +19.9% | +138.1% | +97.0% |
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