+32.6%
NET vs LII
+26.8%
+5.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -4.6% |
| 7D | -16.4% | +7.9% | -24.3% | -20.2% |
| 30D | -25.8% | -0.6% | -25.2% | -26.4% |
| 3M | -11.5% | -19.3% | +7.8% | -1.1% |
| 6M | +18.9% | -29.8% | +48.8% | +38.7% |
| YTD | +35.2% | -25.4% | +60.6% | +44.0% |
| 1Y | +14.5% | -26.2% | +40.7% | +22.6% |
| 3Y | +313.8% | -4.5% | +318.3% | +180.8% |
| 5Y | +32.6% | +26.7% | +5.9% | -45.0% |
| All | +32.6% | +26.8% | +5.8% | -45.0% |
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