+70.9%
NDAQ vs LII
+20.3%
+50.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | +16.3% | -1.7% | +18.0% | +16.5% |
| 3M | +15.8% | -18.3% | +34.1% | +21.3% |
| 6M | +24.8% | -32.3% | +57.2% | +35.1% |
| YTD | +14.1% | -27.1% | +41.2% | +19.2% |
| 1Y | +26.5% | -27.2% | +53.7% | +32.1% |
| 3Y | +119.1% | -8.9% | +128.1% | +101.0% |
| 5Y | +70.9% | +19.7% | +51.3% | +35.4% |
| All | +70.9% | +20.3% | +50.7% | +35.4% |
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