+10.2%
O vs LII
+20.3%
-10.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | +9.4% | -1.7% | +11.1% | +9.6% |
| 3M | -2.4% | -18.3% | +15.9% | +0.9% |
| 6M | -1.9% | -32.3% | +30.5% | +3.9% |
| YTD | +10.5% | -27.1% | +37.6% | +14.7% |
| 1Y | +10.0% | -27.2% | +37.2% | +14.1% |
| 3Y | +40.5% | -8.9% | +49.4% | +32.4% |
| 5Y | +10.2% | +19.7% | -9.4% | -6.2% |
| All | +10.2% | +20.3% | -10.1% | -6.2% |
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