+2,593.6%
NDAQ vs LII
+2,618.2%
-24.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +1.1% |
| 7D | +0.8% | -0.6% | +1.5% | +1.1% |
| 30D | +16.5% | -4.6% | +21.1% | +18.2% |
| 3M | +13.5% | -21.2% | +34.7% | +24.1% |
| 6M | +20.9% | -36.4% | +57.4% | +41.1% |
| YTD | +11.4% | -28.9% | +40.3% | +21.9% |
| 1Y | +25.9% | -29.5% | +55.5% | +38.0% |
| 3Y | +119.9% | -8.6% | +128.4% | +105.6% |
| 5Y | +61.7% | +20.2% | +41.5% | +29.6% |
| 10Y | +481.6% | +166.2% | +315.4% | +208.2% |
| All | +2,593.6% | +2,618.2% | -24.7% | +508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling