+82.7%
O vs LII
+166.2%
-83.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +10.4% | -2.4% | +12.8% | +10.9% |
| 3M | -2.4% | -17.5% | +15.1% | +2.6% |
| 6M | -1.2% | -32.8% | +31.6% | +8.7% |
| YTD | +10.4% | -27.7% | +38.1% | +17.6% |
| 1Y | +11.4% | -28.1% | +39.5% | +18.7% |
| 3Y | +40.4% | -9.7% | +50.1% | +30.3% |
| 5Y | +12.1% | +19.5% | -7.4% | -9.8% |
| 10Y | +82.7% | +170.6% | -87.9% | +7.9% |
| All | +82.7% | +166.2% | -83.5% | +7.9% |
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