+26.9%
NDAQ vs LII
-28.7%
+55.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.9% | +0.4% | +2.4% | +2.8% |
| 30D | +17.5% | -2.4% | +19.9% | +17.5% |
| 3M | +15.4% | -17.5% | +32.9% | +15.5% |
| 6M | +24.6% | -32.8% | +57.4% | +25.0% |
| YTD | +14.4% | -27.7% | +42.1% | +12.7% |
| 1Y | +26.9% | -28.1% | +55.0% | +25.3% |
| All | +26.9% | -28.7% | +55.6% | +25.3% |
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