+119.2%
NDAQ vs LII
-8.5%
+127.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | +16.3% | -1.7% | +18.0% | +16.4% |
| 3M | +15.8% | -18.3% | +34.1% | +19.1% |
| 6M | +24.8% | -32.3% | +57.2% | +30.9% |
| YTD | +14.1% | -27.1% | +41.2% | +16.7% |
| 1Y | +26.5% | -27.2% | +53.7% | +29.4% |
| All | +119.2% | -8.5% | +127.7% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling