+322.4%
NET vs LII
-4.2%
+326.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.3% |
| 7D | -16.4% | +7.9% | -24.3% | -17.8% |
| 30D | -25.8% | -0.6% | -25.2% | -26.0% |
| 3M | -11.5% | -19.3% | +7.8% | -7.4% |
| 6M | +18.9% | -29.8% | +48.8% | +26.7% |
| YTD | +35.2% | -25.4% | +60.6% | +38.1% |
| 1Y | +14.5% | -26.2% | +40.7% | +17.4% |
| All | +322.4% | -4.2% | +326.6% | +204.8% |
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 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