+469.3%
NDAQ vs LII
+170.7%
+298.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.6% |
| 7D | -0.1% | -1.2% | +1.1% | +0.3% |
| 30D | +15.9% | -2.0% | +17.8% | +16.2% |
| 3M | +15.1% | -20.2% | +35.3% | +22.8% |
| 6M | +22.9% | -32.5% | +55.4% | +35.8% |
| YTD | +12.8% | -27.4% | +40.2% | +19.8% |
| 1Y | +26.0% | -28.2% | +54.2% | +34.1% |
| 3Y | +119.7% | -7.2% | +126.9% | +102.8% |
| 5Y | +65.4% | +19.9% | +45.5% | +32.8% |
| 10Y | +469.3% | +168.6% | +300.6% | +245.9% |
| All | +469.3% | +170.7% | +298.6% | +245.9% |
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 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