+29.4%
NDAQ vs LII
-26.0%
+55.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.4% |
| 7D | +3.9% | +7.9% | -4.0% | +3.7% |
| 30D | +19.0% | -0.6% | +19.6% | +18.9% |
| 3M | +17.6% | -19.3% | +36.9% | +17.5% |
| 6M | +21.0% | -29.8% | +50.8% | +21.2% |
| YTD | +14.1% | -25.4% | +39.5% | +12.3% |
| 1Y | +29.4% | -26.2% | +55.6% | +27.9% |
| All | +29.4% | -26.0% | +55.4% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling