+78.2%
O vs LII
+170.7%
-92.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | +3.3% | -1.2% | +4.5% | +3.7% |
| 30D | +10.3% | -2.0% | +12.3% | +10.6% |
| 3M | -3.5% | -20.2% | +16.8% | +2.5% |
| 6M | -1.3% | -32.5% | +31.3% | +8.5% |
| YTD | +10.3% | -27.4% | +37.7% | +17.4% |
| 1Y | +10.4% | -28.2% | +38.6% | +17.7% |
| 3Y | +40.0% | -7.2% | +47.2% | +28.6% |
| 5Y | +12.4% | +19.9% | -7.6% | -9.7% |
| 10Y | +78.2% | +168.6% | -90.4% | +4.1% |
| All | +78.2% | +170.7% | -92.5% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling